Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481)
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scientific article; zbMATH DE number 1420020
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| English | Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution |
scientific article; zbMATH DE number 1420020 |
Statements
Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (English)
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7 June 2000
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robustness of improvement
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multivariate linear model
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shrinkage estimation
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elliptically contoured distribution
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covariance matrix
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0.9043245315551758
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0.884302020072937
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0.8732810020446777
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0.840912401676178
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0.8406890034675598
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