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Optimal estimates of random vectors using information criteria - MaRDI portal

Optimal estimates of random vectors using information criteria

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Publication:1317373

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DOI10.1007/BF01103069zbMath0786.62055MaRDI QIDQ1317373

O. L. Levoshich, A. G. Nakonechnyĭ

Publication date: 6 April 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian distribution random vectors best linear estimators measurable function of observations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

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