Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution

Journal of Multivariate Analysis

Volumn 76, Issue 1, 2001, Pages 138-152

  Kubokawa, T ^a   Srivastava, M S ^b  

^a UNIVERSITY OF TOKYO   (Japan)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Elliptically contoured distribution, robustness of improvement, multivariate linear model, growth curve model, regression coefficient matrix, shrinkage estimation, statistical decision theory, point estimation

Indexed keywords

EID: 0042370159     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1915     Document Type: Article

References (24)

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