More on explicit estimators for a banded covariance matrix

DOI10.12697/ACUTM.2015.19.05zbMath1341.62122MaRDI QIDQ2814800

Martin Singull, Emil Karlsson

Publication date: 23 June 2016

Published in: Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distributioncovariance matrix estimationgeneral linear modelbanded covariance matricesexplicit estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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