Estimation of the precision matrix of multivariate Kotz type model
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference21 articles.
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4. Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view;Pal;Statist. Papers,1993
5. Improved minimax estimators of normal covariance and precision matrices;Gupta;Statistics,1995
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