Multivariate normal estimation: the case <i>(<i>n</i> < <i>p</i>)</i> (Q4639101)
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scientific article; zbMATH DE number 6865910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate normal estimation: the case <i>(<i>n</i> < <i>p</i>)</i> |
scientific article; zbMATH DE number 6865910 |
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Multivariate normal estimation: the case <i>(<i>n</i> < <i>p</i>)</i> (English)
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2 May 2018
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linear growth in covariance matrices
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maximum likelihood estimation under constraints
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observations less than parameters
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proportional covariance matrices
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proportional growth in covariance matrices
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seemingly unrelated regression
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