Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
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Cites work
- scientific article; zbMATH DE number 417563 (Why is no real title available?)
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 4036931 (Why is no real title available?)
- scientific article; zbMATH DE number 48335 (Why is no real title available?)
- An identity for the Wishart distribution with applications
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
- Estimation of a covariance matrix under Stein's loss
- Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate \(F\) distributions
- Estimation with quadratic loss.
- Greatest lower bound to the elliptical theory kurtosis parameter
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
Cited in
(21)- Modified estimators of the contribution rates of population eigenvalues
- Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
- Improved estimates of the covariance matrix in general linear mixed models
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
- A new estimator of covariance matrix
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution
- Improved ANOVAE of the covariance matrix in general linear mixed models
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
- Improving on the sample covariance matrix for a complex elliptically contoured distribution
- The sample covariance is not efficient for elliptical distributions
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
- Improved estimation of the covariance matrix under Stein's loss
- The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions
- On mathematical characteristics of some improved estimators of the mean and variance components in elliptically contoured models
- Intrinsic covariance matrix estimation for multivariate elliptical distributions
- Shrinkage estimation under multivariate elliptic models
- Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
- Improved estimation of parameter matrices in one-sample and two-sample problems
- Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix
- Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure
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