Robust empirical Bayes estimation of the elliptically countoured covariance matrix
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Publication:4906663
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(10)- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
- 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
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- Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue
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