Estimation of scale matrix of elliptically contoured matrix distributions (Q1903176)
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scientific article; zbMATH DE number 820297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of scale matrix of elliptically contoured matrix distributions |
scientific article; zbMATH DE number 820297 |
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Estimation of scale matrix of elliptically contoured matrix distributions (English)
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26 November 1995
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estimation of scale matrix
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entropy loss
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quadratic loss
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squared error loss
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minimax estimator
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best equivariant estimator
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triangular transformations group
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