Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution |
scientific article |
Statements
Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (English)
0 references
7 June 2000
0 references
robustness of improvement
0 references
multivariate linear model
0 references
shrinkage estimation
0 references
elliptically contoured distribution
0 references
covariance matrix
0 references
