Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses |
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Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (English)
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10 November 2021
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elliptically symmetric distributions
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scale mixtures of Wishart
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Stein-Haff-type identity
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scatter matrix
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SURE estimators
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