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Estimation of the precision matrix of multivariate Kotz type model - MaRDI portal

Estimation of the precision matrix of multivariate Kotz type model (Q1002355)

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scientific article; zbMATH DE number 5518843
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Estimation of the precision matrix of multivariate Kotz type model
scientific article; zbMATH DE number 5518843

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    Estimation of the precision matrix of multivariate Kotz type model (English)
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    25 February 2009
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    multivariate Kotz type model
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    estimation of precision matrix
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    quadratic loss
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    decision theoretic estimation
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