On shrinkage estimators in matrix variate elliptical models (Q2256597): Difference between revisions

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+https://doi.org/10.1007/s00184-014-0488-6
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+On singular elliptical models
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+A note on classical Stein-type estimators in elliptically contoured models
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+Estimation of parameters of parallelism model with elliptically distributed errors
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+Regression model with elliptically contoured errors
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+Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
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+Estimation and decision for linear systems with elliptical random processes
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+SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS
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+Bayesian statistical inference on elliptical matrix distributions
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+Publication:2256597