Improved estimation of a covariance matrix in an elliptically contoured matrix distribution

Journal of Multivariate Analysis

Volumn 88, Issue 1, 2004, Pages 131-137

  Leung, Pui Lam ^a   Ng, Foon Yip ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Decision theoretic estimation; E contaminated distribution; Kurtosis; Multivariate elliptical t distribution; Scale matrix

Indexed keywords

EID: 0346973104     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00063-0     Document Type: Article

References (13)

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