Estimation of the scale matrix of a multivariate t-model under entropy loss

DOI10.1007/BF02717163MaRDI QIDQ1362838zbMATH OpenFDO

Authors A. H. Joarder, M. Masoom Ali

Publication date 7 August 1997

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/186270

zbMATH Keywords

entropy loss functionestimation of scale matrixmixture of distributionsmultivariate normal modelmultivariate t-modelunknown location

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Estimation of a covariance matrix under Stein's loss
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

Cited in

(12)

• Estimation of a scale parameter in mixture models with unknown location
• Estimation of scale matrix of elliptically contoured matrix distributions
• Estimation of scale parameter under entropy loss function
• Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses
• Estimation of the characteristic roots of the scale matrix
• Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics
• scientific article; zbMATH DE number 1398569 (Why is no real title available?)
• Unbiased estimator of correlation coefficient
• Kullback-Leibler divergence between two multivariate t-distributions
• Estimation of the trace of the scaled covariance matrix of a multivariate t-model using a known information
• Discrimination of observations into one of two elliptic populations based on monotone training samples
• Estimation methods for the multivariate \(t\) distribution

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