Art

J-GLOBAL ID：200902193201687238   Reference number：01A0432155

Estimation of variance and covariance components in elliptically contoured distributions.

楕円形輪郭分布の分散および共分散成分の推定

Author (1)： KUBOKAWA T (Univ. Tokyo, Tokyo, JPN)
Material： 日本統計学会誌  (Journal of the Japan Statistical Society. Japanese Issue)
Volume： 30  Issue： 2  Page： 143-176  Publication year： Dec. 2000 
JST Material Number： L2452A  ISSN： 0389-5602  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *decision theory ,...

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JST classification (1)： Statistics  (AB08000H)

Reference (37)：

• [1] Amemiya, Y. (1985). What should be done when an estimated between-group covariance matrix is not nonnegative definite? Amer. Statist., 39, 112-117.
• [2] Battese, G.E., Harter, R.M. and Fuller, W.A. (1988). An error-components model for prediction of county crop areas using survey and satellite data. J. Amer. Statist. Assoc., 83, 28-36.
• [3] Bilodeau, M. and Srivastava, M.S. (1992). Estimation of the eigenvalues of Σ₁Σ^-1₂. J. Multivariate Anal., 41, 1-13.
• [4] Calvin, J.A., and Dykstra, R.L. (1991), Maximum likelihood estimation of a set of covariance matrices under Loewner order restrictions with applications to balanced multivariate variance components models. Ann. Statist., 19, 850-869.
• [5] Cellier, D., Fourdrinier, D. and Robert, C. (1989). Robust shrinkage estimators of the location parameter for elliptically symmetric distribution. J. Multivariate Anal., 29, 39-52.

Terms in the title (5)： 楕円形 ,  輪郭 ,  分布 ,  分散成分 ,  推定