Intrinsic covariance matrix estimation for multivariate elliptical distributions (Q2173369)
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scientific article; zbMATH DE number 7192150
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| English | Intrinsic covariance matrix estimation for multivariate elliptical distributions |
scientific article; zbMATH DE number 7192150 |
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Intrinsic covariance matrix estimation for multivariate elliptical distributions (English)
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22 April 2020
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Rao distance
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elliptical distributions
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covariance matrix estimation
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intrinsically unbiased estimation
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mixture of multivariate elliptical distributions
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0.7750235795974731
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0.7750235795974731
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0.7749241590499878
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0.7748672366142273
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