Sur les lois à symétrie elliptique

Dominique Cellier; Dominique Fourdrinier

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 300-328

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Cellier, Dominique, and Fourdrinier, Dominique. "Sur les lois à symétrie elliptique." Séminaire de probabilités de Strasbourg 24 (1990): 300-328. <http://eudml.org/doc/113724>.

@article{Cellier1990,
author = {Cellier, Dominique, Fourdrinier, Dominique},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {normal distributions; uniform distributions; spherical distributions; integration in linear spaces; Cauchy distributions; image distributions; shrinkage estimators; invariance of the normal distribution; orthogonal transformations; elliptically symmetric distributions; orthogonally invariant measures; linear model; coordinate free approach; finite dimensional linear space; dispersion parameter},
language = {fre},
pages = {300-328},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur les lois à symétrie elliptique},
url = {http://eudml.org/doc/113724},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Cellier, Dominique
AU - Fourdrinier, Dominique
TI - Sur les lois à symétrie elliptique
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 300
EP - 328
LA - fre
KW - normal distributions; uniform distributions; spherical distributions; integration in linear spaces; Cauchy distributions; image distributions; shrinkage estimators; invariance of the normal distribution; orthogonal transformations; elliptically symmetric distributions; orthogonally invariant measures; linear model; coordinate free approach; finite dimensional linear space; dispersion parameter
UR - http://eudml.org/doc/113724
ER -

References

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  1. [1] Artzner ( Ph.). Fonctions caractéristiques et mesures planes invariantes par rotation. (1970) - Séminaire de Probabilités V - Lecture Notes in mathematics191 pp. 1-16. MR378024
  2. [2] Cambanis ( S.), Huang ( S.) and Simons ( G.). On the theory of elliptically contoured distributions. (1981) - Journal of Multivariate Analysis11, pp.368-385. Zbl0469.60019MR629795
  3. [3] Cellier ( D.), Fourdrinier ( D.) and Robert ( C.). Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations). (1989) - Statistics20, 1 pp. 1-10. Zbl0669.62035MR995230
  4. [4] Cellier ( D.), Fourdrinier ( D.) and Robert ( C.). Robust shrinkage estimators of the location parameter for elliptically symmetric distributions. (1989) - Journal of Multivariate Analysis29, pp. 39-52. Zbl0678.62061MR991055
  5. [5] Chmielewski ( M.A.). Elliptically symmetric distributions : a review and bibliography. (1981) - Internat. Statist. Rev. 49, 67-74. Zbl0467.62047MR623010
  6. [6] Eaton ( M.L.). A characterization of spherical distributions. (1986) - Journal of Multivariate Analysis20, pp. 272-276. Zbl0596.62057MR866075
  7. [7] Kelker ( D.). Distribution theory of spherical distributions and a location scale parameter generalization. (1970) - SankhyaA. 32 pp. 419-430. Zbl0223.60008MR287628
  8. [8] Kruskal ( W.). The coordinate-free approach to Gauss-Markov and its application to missing and extra observations. (1961) - Proceedings Fourth Berkeley Symp. Math. Statist. Probab., 1, pp. 435-451. Zbl0134.36203MR137222
  9. [9] Kruskal ( W.). When are Gauss-Markov and least squares estimators the same ? A coordinate-free approach. (1968) - Ann. Math. Statist. 39, pp. 70-75. Zbl0162.21902MR222998
  10. [10] Nachbin ( L.). The Haar Integral (1965) - D. Van Nostrand Company. Zbl0127.07602MR175995
  11. [11] Philoche ( J.L.). Une condition de validité pour le test F. (1977) - Statistique et Analyse des Données1, pp. 37-60. 
  12. [12] Stone ( M.). A unifed approach to coordinate-free multivariate analysis. (1977) - Ann. Inst. Statist. Math.A29, pp. 43-57. Zbl0433.62030MR438599
  13. [13] Stone ( M.). Coordinate-Free Multivariate Statistics. (1987) - Clarendon Press - Oxford. Zbl0633.62057MR916472

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