Robust empirical Bayes estimation of the elliptically countoured covariance matrix

zbMATH Open1319.62014MaRDI QIDQ4906663FDOQ4906663

Authors: Zahra Khodadadi, B. Tarami 

Publication date: 28 February 2013

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zbMATH Keywords

covariance matrixempirical Bayes estimatorselliptically contoured

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (10)

• Robust M-Estimation Based Bayesian Cluster Enumeration for Real Elliptically Symmetric Distributions
• Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure
• A note on classical Stein-type estimators in elliptically contoured models
• Covariance matrix estimation under data-based loss
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution respect to quadratic loss function
• Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue
• Estimation of variance and covariance components in elliptically contoured distributions
• Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions

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