Estimation of scatter matrix based on i.i.d. sample from elliptical distributions (Q1913905)
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scientific article; zbMATH DE number 883524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of scatter matrix based on i.i.d. sample from elliptical distributions |
scientific article; zbMATH DE number 883524 |
Statements
Estimation of scatter matrix based on i.i.d. sample from elliptical distributions (English)
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29 July 1996
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elliptical distribution
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entropy loss
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quadratic loss
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best estimator
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minimax estimator
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best equivariant estimator
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triangular transformations group
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