Estimation of the trace of the scale matrix of a multivariate T-Model under a squared error loss

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Estimation of the trace of the scale matrix of the multivariate t-model under a squared error loss. Statistica, 59 (2), 181-191.pdf (4.73 MB)

Date

Authors

Anwar H. Joarder

Publisher

Statistica

Keywords

Multivariate t-distribution , Trace of the scale matrix , Squared error loss , Wishart matrix , Risk function , Relative risk , Shrinkage estimator , Eigenvalues / Geometric mean , Maximum likelihood estimator (MLE) , Heavy-tailed distributions

URI

https://repository.ulab.edu.bd/handle/123456789/1211

Collections

Anwarul Haque Joarder, PhD