Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/02331880903541887 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2059324257 / rank | |||
Normal rank |
Revision as of 02:31, 20 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)
0 references
14 March 2014
0 references
matrix stable distribution
0 references
estimation of the precision matrix
0 references
quadratic loss
0 references
decision theoretic estimation
0 references