Explicit estimators under m-dependence for a multivariate normal distribution
| Year of publication: |
2011
|
|---|---|
| Authors: | Ohlson, Martin ; Andrushchenko, Zhanna ; Rosen, Dietrich |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 1, p. 29-42
|
| Publisher: |
Springer |
| Subject: | Banded covariance matrices | Covariance matrix estimation | Explicit estimators | Multivariate normal distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925559