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More on explicit estimators for a banded covariance matrix - MaRDI portal

More on explicit estimators for a banded covariance matrix (Q2814800)

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scientific article; zbMATH DE number 6596968
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More on explicit estimators for a banded covariance matrix
scientific article; zbMATH DE number 6596968

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    More on explicit estimators for a banded covariance matrix (English)
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    23 June 2016
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    banded covariance matrices
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    covariance matrix estimation
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    explicit estimators
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    multivariate normal distribution
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    general linear model
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