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Robust Empirical Bayes Estimation of the Elliptically Countoured Covariance Matrix
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نویسنده
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Khodadadi Zahra ,Tarami Bahram
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منبع
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journal of mathematical extension - 2011 - دوره : 5 - شماره : 2(1) - صفحه:31 -46
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چکیده
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Let s be the matrix of residual sum of square in linear model y = aβ + e, where the matrix of errors is distributed as elliptically contoured with unknown scale matrix σ
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کلیدواژه
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Covariance matrix ,elliptically contoured ,empirical Bayes estimators.
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آدرس
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islamic azad university, Department of Mathematics, ایران, yasouj university, College of Sciences, Department of Mathematics, ایران
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پست الکترونیکی
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tarami@mail.yu.ac.ir
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Authors
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