Estimation of the Trace of the Scale Matrix of the Scale Mixture of Multivariate Normal Distributions
From MaRDI portal
Publication:4718612
DOI10.1080/02522667.1995.10699252zbMath0859.62057MaRDI QIDQ4718612
M. Amir Hossain, Anwar H. Joarder
Publication date: 9 April 1997
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1995.10699252
62H12: Estimation in multivariate analysis
Cites Work
- A note on some Wishart expectations
- Simultaneous estimation of eigenvalues
- Estimation of scale parameters in mixture distributions
- Estimation of the parameters of a regression model with a multivariate t error variable
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR