Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution respect to quadratic loss function (Q4906703)
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scientific article; zbMATH DE number 6139817
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| English | Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution respect to quadratic loss function |
scientific article; zbMATH DE number 6139817 |
Statements
28 February 2013
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covariance matrix
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elliptically contoured distribution
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expected value
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multivariate linear model
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squared loss
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0.8992556929588318
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0.8552201390266418
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0.8491542935371399
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0.840912401676178
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