scientific article

zbMath0496.62043MaRDI QIDQ3959971

Serge Dégerine

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1982__18_3_237_0

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zbMATH Keywords

least squares estimatorsample covariance matrixsymmetric, positive definite matrixminimisation of trace

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Determinants, permanents, traces, other special matrix functions (15A15) Miscellaneous inequalities involving matrices (15A45)

Cites Work

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