Estimation of the scale matrix of a class of elliptical distributions

DOI10.1007/s001840050014zbMath0990.62046OpenAlexW1971309702MaRDI QIDQ5953745

S. Ejaz Ahmed, Anwar H. Joarder

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840050014

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (5)

Estimation methods for the multivariate \(t\) distribution ⋮ Estimation of the precision matrix of multivariate Kotz type model ⋮ Estimation of the precision matrix of multivariate Pearson type II model ⋮ Some useful integrals and their applications in correlation analysis ⋮ The mathematical expectation of sample variance: a general approach

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