More on explicit estimators for a banded covariance matrix
نویسندگان
چکیده
منابع مشابه
More on explicit estimators for a banded covariance matrix
The problem of estimating mean and covariances of a multivariate normally distributed random vector has been studied in many forms. This paper focuses on the estimators proposed by Ohlson et al. (2011) for a banded covariance structure with m-dependence. We rewrite the estimator when m = 1, which makes it easier to analyze. This leads to an adjustment, and an unbiased estimator can be proposed....
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ژورنال
عنوان ژورنال: Acta et Commentationes Universitatis Tartuensis de Mathematica
سال: 2015
ISSN: 2228-4699,1406-2283
DOI: 10.12697/acutm.2015.19.05