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150323s1999 xx |||||o 00| ||eng c |
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|a (DE-627)JST008966672
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|a (JST)120106
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|a DE-627
|b ger
|c DE-627
|e rakwb
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|a eng
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| 100 |
1 |
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|a Kubokawa, T.
|e verfasserin
|4 aut
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| 245 |
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|a Robust Improvement in Estimation of a Covariance Matrix in an Elliptically Contoured Distribution
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| 264 |
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|c 1999
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
|b c
|2 rdamedia
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|a Online-Ressource
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|2 rdacarrier
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|a This paper derives an extended version of the Haff or, more appropriately, Stein-Haff identity for an elliptically contoured distribution (ECD). This identity is then used to show that the minimax estimators of the covariance matrix obtained under normal models remain robust under the ECD model.
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| 540 |
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|a Copyright 1999 The Institute of Mathematical Statistics
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| 650 |
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|a Primary 62H12
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| 650 |
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|a Secondary 62F11
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|a Elliptically contoured distribution
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| 650 |
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|a Robustness of improvement
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| 650 |
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|a Multivariate linear model
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| 650 |
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|a Covariance matrix
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| 650 |
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4 |
|a Statistical decision theory
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| 650 |
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4 |
|a Shrinkage estimation
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| 650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
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| 650 |
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4 |
|a Mathematics
|x Pure mathematics
|x Linear algebra
|x Matrix theory
|x Matrices
|x Covariance matrices
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| 650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Game theory
|x Minimax
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| 650 |
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4 |
|a Philosophy
|x Logic
|x Logical proofs
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| 650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Statistical theories
|x Estimation theory
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| 650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Statistical distributions
|x Distribution functions
|x Probability distributions
|x Gaussian distributions
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| 650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
|x Unbiased estimators
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| 650 |
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4 |
|a Mathematics
|x Pure mathematics
|x Linear algebra
|x Vector analysis
|x Vector operations
|x Scalars
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| 650 |
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4 |
|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Decision making
|x Bayesian theories
|x Bayes estimators
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| 650 |
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4 |
|a Mathematics
|x Decision Theory
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| 655 |
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4 |
|a research-article
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| 700 |
1 |
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|a Srivastava, M. S.
|e verfasserin
|4 aut
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| 773 |
0 |
8 |
|i Enthalten in
|t The Annals of Statistics
|d Institute of Mathematical Statistics
|g 27(1999), 2, Seite 600-609
|w (DE-627)270129162
|w (DE-600)1476670-X
|x 00905364
|7 nnns
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| 773 |
1 |
8 |
|g volume:27
|g year:1999
|g number:2
|g pages:600-609
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| 856 |
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|u https://www.jstor.org/stable/120106
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|d 27
|j 1999
|e 2
|h 600-609
|