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

DOI10.1007/s10463-008-0213-1zbMath1432.62163OpenAlexW2154994549MaRDI QIDQ907081

Dietrich von Rosen, Martin Ohlson, Zhanna Andrushchenko

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0213-1

zbMATH Keywords

multivariate normal distributioncovariance matrix estimationbanded covariance matricesexplicit estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (3)

Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices ⋮ Unnamed Item ⋮ Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach

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