Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss
type: Item
instance of: scholarly article
title: Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss
zbMATH Open document ID: 0872.62062
DOI: 10.1007/BF02717163
author: A. H. Joarder
author: M. Masoom Ali
published in: Metrika
publication date: 1997-08-07T00:00:00Z
full work available at URL: https://eudml.org/doc/186270
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 1045491
zbMATH Keywords: estimation of scale matrix
zbMATH Keywords: mixture of distributions
zbMATH Keywords: multivariate t-model
zbMATH Keywords: unknown location
zbMATH Keywords: multivariate normal model
zbMATH Keywords: entropy loss function
MaRDI profile type: Publication
cites work: Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
cites work: Estimation of a covariance matrix under Stein's loss
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cites work: Q3219581
cites work: A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
cites work: Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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description: scientific article; zbMATH DE number 1045491