๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An identity for multivariate elliptically contoured matrix distribution

โœ Scribed by Taras Bodnar; Arjun K. Gupta


Book ID
118501199
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
345 KB
Volume
79
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Robust Improvement in Estimation of a Me
โœ T. Kubokawa; M.S. Srivastava ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 175 KB

In estimation of a matrix of regression coefficients in a multivariate linear regression model, this paper shows that minimax and shrinkage estimators under a normal distribution remain robust under an elliptically contoured distribution. The robustness of the improvement is established for both inv