Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586): Difference between revisions

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Latest revision as of 12:05, 7 July 2024

scientific article; zbMATH DE number 6270151
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Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
scientific article; zbMATH DE number 6270151

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    Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (English)
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    14 March 2014
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    matrix stable distribution
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    estimation of the precision matrix
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    quadratic loss
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    decision theoretic estimation
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