Estimation of the precision matrix of multivariate Pearson type II model

DOI10.1007/s00184-008-0172-9zbMath1433.62143OpenAlexW2123625785MaRDI QIDQ745457

Anwar H. Joarder, Amadou Sarr, Arjun K. Gupta

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0172-9

zbMATH Keywords

quadratic lossdecision theoretic estimationestimation of the precision matrixmultivariate Pearson type II-model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Cites Work

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• Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution
• Estimation of the scale matrix of a class of elliptical distributions

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