Covariance matrix estimation in the presence of auxiliary information

zbMath0821.62049MaRDI QIDQ1895527

Heng-Jian Cui, Guo-Ying Li

Publication date: 3 October 1995

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesGaussian processeigenvectorsauxiliary informationasymptotic variancescovariance matrix estimationempirical likelihood ratio

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Order statistics; empirical distribution functions (62G30)

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