Estimation of the scale matrix of a class of elliptical distributions

DOI10.1007/S001840050014MaRDI QIDQ5953745zbMATH OpenOpenAlexFDO

Authors A. H. Joarder, S. Ejaz Ahmed

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840050014

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12)

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(13)

• Estimation of the precision matrix of multivariate Kotz type model
• Some useful integrals and their applications in correlation analysis
• Matrix equivalence classes with applications
• Estimation of scale matrix of elliptically contoured matrix distributions
• Estimation of scatter matrix based on i.i.d. sample from elliptical distributions
• The mathematical expectation of sample variance: a general approach
• Unbiased risk estimates for matrix estimation in the elliptical case
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
• SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS
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• Estimation of the precision matrix of multivariate Pearson type II model
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