Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481): Difference between revisions
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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)
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7 June 2000
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robustness of improvement
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multivariate linear model
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shrinkage estimation
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elliptically contoured distribution
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covariance matrix
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