Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869)
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scientific article; zbMATH DE number 7423660
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| English | Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses |
scientific article; zbMATH DE number 7423660 |
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Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (English)
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10 November 2021
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elliptically symmetric distributions
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scale mixtures of Wishart
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Stein-Haff-type identity
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scatter matrix
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SURE estimators
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0.8844868
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0.87781215
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0.8728426
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0.8624988
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0.8619164
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