Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652)
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scientific article; zbMATH DE number 5047900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” |
scientific article; zbMATH DE number 5047900 |
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Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (English)
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21 August 2006
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digamma function
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inverse Wishart distribution
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minimaxity
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covariance matrix
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