Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue
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Publication:4218673
DOI10.1016/S0764-4442(98)80076-1zbMath0908.62062MaRDI QIDQ4218673
Martin T. Wells, William E. Strawderman, Dominique Fourdrinier
Publication date: 15 March 1999
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)
Related Items (3)
On the non existence of unbiased estimators of risk for spherically symmetric distributions ⋮ Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions ⋮ Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
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