Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions.
Anis M. HaddoucheDominique FourdrinierFatiha MezouedPublished in: J. Multivar. Anal. (2021)
Keyphrases
- positive definite
- estimation algorithm
- scale invariant
- beta distribution
- laplace transform
- semi parametric
- marginal distributions
- power law
- probability distribution
- estimation error
- spatial distribution
- maximum likelihood estimation
- uniformly distributed
- data distribution
- positive semi definite
- data sets
- covariance matrix
- estimation accuracy
- random variables
- scale space
- density distribution
- symmetric matrix
- least squares