Improved estimation of a patterned covariance matrix (Q1822867)
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scientific article; zbMATH DE number 4113770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of a patterned covariance matrix |
scientific article; zbMATH DE number 4113770 |
Statements
Improved estimation of a patterned covariance matrix (English)
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1989
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multinormal distribution
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complete orthogonal set
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unknown eigenvalues
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loss functions
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duality relationship
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estimation of the patterned covariance matrix
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simultaneous estimation of scale parameters
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equicorrelated structure
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