Unbiased risk estimates for matrix estimation in the elliptical case.
Stéphane CanuDominique FourdrinierPublished in: J. Multivar. Anal. (2017)
Keyphrases
- accurate estimation
- estimation process
- simultaneously estimating
- estimation error
- rao bound
- genetic algorithm
- density estimation
- importance sampling
- parameter estimation
- maximum likelihood estimator
- update equations
- risk management
- risk assessment
- robust estimation
- case base
- estimation accuracy
- risk analysis
- ellipse fitting
- data sets