Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (Q1307100)
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scientific article; zbMATH DE number 1353653
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| English | Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution |
scientific article; zbMATH DE number 1353653 |
Statements
Minimax bias-robust estimation of the dispersion matrix of a multivariate distribution (English)
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14 December 1999
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covariance matrix
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\(M\)-estimation
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minimax estimation
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multivariate scatter
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pseudocovariance matrix
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robustness
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elliptical distribution
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bias
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0.8545600175857544
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0.8185099363327026
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0.8123224973678589
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