Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869): Difference between revisions

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Latest revision as of 15:44, 17 December 2024

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Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses
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    Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (English)
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    10 November 2021
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    elliptically symmetric distributions
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    scale mixtures of Wishart
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    Stein-Haff-type identity
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    scatter matrix
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    SURE estimators
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