On singular elliptical models

DOI10.1080/03610926.2014.990103MaRDI QIDQ2980058zbMATH OpenOpenAlexFDO

Authors M. Arashi, Saralees Nadarajah

Publication date 27 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.990103

zbMATH Keywords

generalized Chi-square distributioninverse Laplace transformmixed modelsingular elliptical distribution

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• Restrictions on variables
• SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS
• Singular extended skew-elliptical distributions
• Singular matric and matrix variate \(t\) distributions
• Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context

Cited in

(4)

• The dually flat structure for singular models
• On shrinkage estimators in matrix variate elliptical models
• On Keisler singular-like models
• SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS

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