Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481): Difference between revisions

@@ Property / DOI @@
-.1214/aos/1018031209
@@ Property / DOI: 10.1214/aos/1018031209 / rank @@
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@@ Property / author @@
-Muni S. Srivastava
@@ Property / author: Muni S. Srivastava / rank @@
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@@ Property / author @@
+Muni S. Srivastava
@@ Property / author: Muni S. Srivastava / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aos/1018031209
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@@ Property / OpenAlex ID @@
+W1570750275
@@ Property / OpenAlex ID: W1570750275 / rank @@
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@@ Property / cites work @@
+Minimax estimators in the normal MANOVA model
@@ Property / cites work: Minimax estimators in the normal MANOVA model / rank @@
+Normal rank
@@ Property / cites work @@
+Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix under Stein's loss
+Normal rank
@@ Property / cites work @@
+An identity for the Wishart distribution with applications
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4312914
@@ Property / cites work: Q4312914 / rank @@
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@@ Property / cites work @@
+Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
+Normal rank
@@ Property / cites work @@
+Stein estimation under elliptical distributions
@@ Property / cites work: Stein estimation under elliptical distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit bounds   and heuristics on class numbers in hyperelliptic function fields
+Normal rank
@@ Property / cites work @@
+Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison
+Normal rank
@@ Property / cites work @@
+An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix using the reference prior
+Normal rank
@@ Property / DOI @@
+.1214/AOS/1018031209
@@ Property / DOI: 10.1214/AOS/1018031209 / rank @@
+Normal rank