Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082): Difference between revisions

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+Asymptotically efficient estimation of covariance matrices with linear structure
+Normal rank
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+REML Estimation of Covariance Matrices with Restricted Parameter Spaces
+Normal rank
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+Improved estimation of a patterned covariance matrix
+Normal rank
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+Estimation of a covariance matrix under Stein's loss
+Normal rank
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+The variational form of certain Bayes estimators
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+Normal rank
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+Explicit maximum likelihood estimators for certain patterned covariance matrices
+Normal rank
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+Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
+Normal rank
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+On Certain Characteristics of the Distribution of the Latent Roots of a Symmetric Random Matrix Under General Conditions
+Normal rank