On estimation in multivariate linear calibration with elliptical errors
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DOI: 10.1007/BF02517800
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- Haff, L. R., 1977. "Minimax estimators for a multinormal precision matrix," Journal of Multivariate Analysis, Elsevier, vol. 7(3), pages 374-385, September.
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Keywords
Elliptically contoured distribution; Kullback-Leibler distance; multivariate linear model; shrinkage estimator;All these keywords.
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