Pages that link to "Item:Q2173369"
From MaRDI portal
The following pages link to Intrinsic covariance matrix estimation for multivariate elliptical distributions (Q2173369):
Displaying 3 items.
- The sample covariance is not efficient for elliptical distributions (Q1599245) (← links)
- Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure (Q4579499) (← links)
- Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (Q5964285) (← links)