Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:14, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution |
scientific article |
Statements
Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (English)
0 references
14 December 1999
0 references
covariance matrix
0 references
\(M\)-estimation
0 references
minimax estimation
0 references
multivariate scatter
0 references
pseudocovariance matrix
0 references
robustness
0 references
elliptical distribution
0 references
bias
0 references
