A Chernoff-Savage result for shape:On the non-admissibility of pseudo-Gaussian methods

Journal of Multivariate Analysis

Volumn 97, Issue 10, 2006, Pages 2206-2220

  Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Chernoff Savage result; Elliptical density; Pitman non admissibility; Semiparametric efficiency; Shape matrix; Sphericity test

Indexed keywords

EID: 33749338497     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.08.005     Document Type: Article

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