Abstract
Let n ≥ p and assume h is known. We want to estimate M, Σ, and Φ based on a single observation from X.
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© 1993 Springer Science+Business Media Dordrecht
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Gupta, A.K., Varga, T. (1993). Estimation. In: Elliptically Contoured Models in Statistics. Mathematics and Its Applications, vol 240. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1646-6_7
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DOI: https://doi.org/10.1007/978-94-011-1646-6_7
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