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Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss - MaRDI portal

Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss (Q1362838)

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scientific article; zbMATH DE number 1045491
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English
Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss
scientific article; zbMATH DE number 1045491

    Statements

    Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss (English)
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    7 August 1997
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    estimation of scale matrix
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    mixture of distributions
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    multivariate t-model
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    unknown location
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    multivariate normal model
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    entropy loss function
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