Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data
| Year of publication: |
2007
|
|---|---|
| Authors: | Sun, Xiaoqian ; Sun, Dongchu |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 59.2007, 2, p. 211-233
|
| Publisher: |
Springer |
| Subject: | Maximum likelihood estimator | Best equivariant estimator | Covariance matrix | Staircase pattern data | Invariant Haar measure | Cholesky decomposition | Bartlett decomposition | Inadmissibility | Jeffreys prior | Reference prior |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616452