Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586): Difference between revisions
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Revision as of 21:30, 5 March 2024
scientific article; zbMATH DE number 6270151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the precision matrix of a multivariate elliptically contoured stable distribution |
scientific article; zbMATH DE number 6270151 |
Statements
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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