Estimation of scale matrix of elliptically contoured matrix distributions
type: Item
instance of: scholarly article
title: Estimation of scale matrix of elliptically contoured matrix distributions
zbMATH Open document ID: 0838.62043
DOI: 10.1016/0167-7152(94)00186-C
author: Kai-Tai Fang
author: Runze Li
published in: Statistics \& Probability Letters
publication date: 1995-11-26T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 820297
zbMATH Keywords: estimation of scale matrix
zbMATH Keywords: entropy loss
zbMATH Keywords: quadratic loss
zbMATH Keywords: squared error loss
zbMATH Keywords: minimax estimator
zbMATH Keywords: best equivariant estimator
zbMATH Keywords: triangular transformations group
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 820297