Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution

DOI10.14490/JJSS.35.21MaRDI QIDQ5695129zbMATH OpenOpenAlexFDO

Authors Hisayuki Tsukuma

Publication date 11 October 2005

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.35.21

zbMATH Keywords

expected valuemultivariate linear modelprecision matrixStein's loss

Mathematics Subject Classification ID

Statistical decision theory (62C99) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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• Estimation of the precision matrix of multivariate Kotz type model
• Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss
• Estimation of scale matrix of elliptically contoured matrix distributions
• Quadratic shrinkage for large covariance matrices
• A note on classical Stein-type estimators in elliptically contoured models
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
• Exact inference on scaling parameters in norm and antinorm contoured sample distributions
• scientific article; zbMATH DE number 4215158 (Why is no real title available?)
• SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS
• Improved moment estimation for elliptically contoured distributions
• Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix
• scientific article; zbMATH DE number 1067782 (Why is no real title available?)
• Robust empirical Bayes estimation of the elliptically countoured covariance matrix
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution respect to quadratic loss function
• Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
• Estimation of the scale matrix of a class of elliptical distributions
• Estimation of the precision matrix of multivariate Pearson type II model
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution

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