Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model (Q2573984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model |
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Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model (English)
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25 November 2005
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covariance matrix
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Cholesky decomposition
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equivariant estimator
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maximum likelihood estimator
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Haar measure
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