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On a class of spectral estimates. (English. Russian original) Zbl 0834.62049

Theory Probab. Math. Stat. 47, 15-22 (1993); translation from Teor. Jmovirn. Mat. Stat. 47, 15-22 (1992).
Summary: A set of spectral estimates for solutions to simultaneous linear equations with random parameters is described. The maximum eigenvalue in the estimation quality test is proved to be multiple in general.

MSC:

62H12 Estimation in multivariate analysis
15A18 Eigenvalues, singular values, and eigenvectors