Estimating a Cholesky decomposition
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Publication:1059955
DOI10.1016/0024-3795(85)90196-XzbMath0567.62041MaRDI QIDQ1059955
Publication date: 1985
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
normal distributionsample covariance matrixCholesky decompositionunbiased estimatorpopulation covariance matrix
Related Items (4)
Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models ⋮ Influence curve for the choesky root of a coveriance matrix ⋮ Estimation of the Cholesky decomposition in a conditional independent normal model with missing data ⋮ Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model
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