Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution

Annals of Statistics

Volumn 27, Issue 2, 1999, Pages 600-609

  Kubokawa, T ^a   Srivastava, M S ^a  

^a NONE

Author keywords

Covariance matrix; Elliptically contoured distribution; Multivariate linear model; Robustness of improvement; Shrinkage estimation; Statistical decision theory

Indexed keywords

EID: 0033425644     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (18)

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