Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481): Difference between revisions

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Revision as of 01:58, 20 March 2024

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Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
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    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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