ROBUST EMPIRICAL BAYES ESTIMATION OF THE ELLIPTICALLY COUNTOURED COVARIANCE MATRIX

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

KHODADADI Z.; TARAMI B.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF MATHEMATICAL EXTENSION Year:2011 | Volume:5 | Issue:2 (S.N. 10) Page(s): 31-46

Download Full-Text

View:

302

Download:

130

Cites:

Information Journal Paper

Title

ROBUST EMPIRICAL BAYES ESTIMATION OF THE ELLIPTICALLY COUNTOURED COVARIANCE MATRIX

Author(s)

KHODADADI Z. | TARAMI B. | Issue Writer Certificate

Keywords

COVARIANCE MATRIX

ELLIPTICALLY CON- TOURED

EMPIRICAL BAYES ESTIMATORS

Abstract

Let S be the matrix of residual sum of square in linear modelY=Ab+e, where the matrix of errors is distributed as elliptically contoured with unknown scale matrix S. For Stein loss function, L1 (S ,S) =tr (SˆS-1) -log |(SˆS-1|-p, and squared loss function, L2 ((SˆS-1) =tr ((SˆS-1-I) 2, we offer empirical Bayes estimators of S, which dominate any scalar multiple of S, i.e., aS, by an effective amount. In fact, this study somehow shows that improvement of the empirical Bayes estimators obtained under the normality assumption remains robust under elliptically contoured model.

Multimedia

No record.

Cites

No record.

References

No record.

Cite

APA: Copy

KHODADADI, Z., & TARAMI, B.. (2011). ROBUST EMPIRICAL BAYES ESTIMATION OF THE ELLIPTICALLY COUNTOURED COVARIANCE MATRIX. JOURNAL OF MATHEMATICAL EXTENSION, 5(2 (S.N. 10)), 31-46. SID. https://sid.ir/paper/582974/en

Vancouver: Copy

KHODADADI Z., TARAMI B.. ROBUST EMPIRICAL BAYES ESTIMATION OF THE ELLIPTICALLY COUNTOURED COVARIANCE MATRIX. JOURNAL OF MATHEMATICAL EXTENSION[Internet]. 2011;5(2 (S.N. 10)):31-46. Available from: https://sid.ir/paper/582974/en

IEEE: Copy

Z. KHODADADI, and B. TARAMI, “ROBUST EMPIRICAL BAYES ESTIMATION OF THE ELLIPTICALLY COUNTOURED COVARIANCE MATRIX,” JOURNAL OF MATHEMATICAL EXTENSION, vol. 5, no. 2 (S.N. 10), pp. 31–46, 2011, [Online]. Available: https://sid.ir/paper/582974/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops