Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865)
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scientific article; zbMATH DE number 2037145
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| English | Improved estimation of a covariance matrix in an elliptically contoured matrix distribution |
scientific article; zbMATH DE number 2037145 |
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Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (English)
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3 February 2004
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scale matrix
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multivariate-elliptical t distribution
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epsilon-contaminated distributions
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decision-theoretic estimation
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kurtosis
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0.8732810020446777
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0.8732810020446777
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0.8640674352645874
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0.8482646346092224
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