Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution (Q5695129)
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scientific article; zbMATH DE number 2213565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution |
scientific article; zbMATH DE number 2213565 |
Statements
Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution (English)
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11 October 2005
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expected value
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multivariate linear model
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precision matrix
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Stein's loss
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