Estimation of the precision matrix of multivariate Pearson type II model
| Year of publication: |
2009
|
|---|---|
| Authors: | Sarr, Amadou ; Gupta, Arjun ; Joarder, Anwar |
| Published in: |
Metrika. - Springer. - Vol. 69.2009, 1, p. 31-44
|
| Publisher: |
Springer |
| Subject: | Multivariate Pearson type II-model | Estimation of the precision matrix | Quadratic loss | Decision theoretic estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598767