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Explicit estimators under \(m\)-dependence for a multivariate normal distribution - MaRDI portal

Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081)

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scientific article; zbMATH DE number 6537963
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Explicit estimators under \(m\)-dependence for a multivariate normal distribution
scientific article; zbMATH DE number 6537963

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    Explicit estimators under \(m\)-dependence for a multivariate normal distribution (English)
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    1 February 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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