Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimations for some functions of covariance matrix in high dimension under non-normality and its applications |
scientific article |
Statements
Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (English)
0 references
24 July 2014
0 references
high dimension
0 references
non-normal case
0 references
covariance matrix
0 references
estimation
0 references
unbiasedness
0 references
consistency
0 references
0 references
0 references
