Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution |
scientific article; zbMATH DE number 1420020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution |
scientific article; zbMATH DE number 1420020 |
Statements
Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (English)
0 references
7 June 2000
0 references
robustness of improvement
0 references
multivariate linear model
0 references
shrinkage estimation
0 references
elliptically contoured distribution
0 references
covariance matrix
0 references
0 references
0 references
0 references
