Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364)
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scientific article; zbMATH DE number 7528840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a covariance matrix in multivariate skew-normal distribution |
scientific article; zbMATH DE number 7528840 |
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Estimation of a covariance matrix in multivariate skew-normal distribution (English)
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18 May 2022
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Cholesky decomposition
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hypergeometric function of matrix argument
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inadmissibility
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noncentral Wishart distribution
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shrinkage estimator
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0.9324169
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0.9124931
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0.90644234
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0.90109706
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0.89880216
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0.8983121
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