Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586)
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scientific article; zbMATH DE number 6270151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the precision matrix of a multivariate elliptically contoured stable distribution |
scientific article; zbMATH DE number 6270151 |
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Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (English)
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14 March 2014
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matrix stable distribution
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estimation of the precision matrix
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quadratic loss
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decision theoretic estimation
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