Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
type: Item
instance of: scholarly article
title: Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
zbMATH Open document ID: 0942.62063
author: Tatsuya Kubokawa
author: Muni S. Srivastava
published in: The Annals of Statistics
publication date: 2000-06-07T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62C99
zbMATH DE Number: 1420020
zbMATH Keywords: robustness of improvement
zbMATH Keywords: multivariate linear model
zbMATH Keywords: shrinkage estimation
zbMATH Keywords: elliptically contoured distribution
zbMATH Keywords: covariance matrix
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1018031209
OpenAlex ID: W1570750275
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DOI: 10.1214/AOS/1018031209
description: scientific article; zbMATH DE number 1420020