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
Estimation of scale matrix of elliptically contoured matrix distributions
β Scribed by Run-Ze Li; Kai-Tai Fang
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 393 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0167-7152
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