SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS

DOI10.5183/jjscs1988.16.1zbMath1330.62099OpenAlexW2081118604MaRDI QIDQ3458356

Yoshihiko Konno, Hisayuki Tsukuma

Publication date: 18 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.16.1

zbMATH Keywords

covariance matrixStein's lossStein-Hall identity

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

Estimation of two high-dimensional covariance matrices and the spectrum of their ratio

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