Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (Q5402586)
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scientific article; zbMATH DE number 6270151
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| English | Estimation of the precision matrix of a multivariate elliptically contoured stable distribution |
scientific article; zbMATH DE number 6270151 |
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Estimation of the precision matrix of a multivariate elliptically contoured stable distribution (English)
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14 March 2014
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matrix stable distribution
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estimation of the precision matrix
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quadratic loss
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decision theoretic estimation
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0.8106732964515686
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0.7854642271995544
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0.7812668085098267
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0.769316554069519
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0.7639968395233154
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