PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123)
From MaRDI portal
scientific article; zbMATH DE number 6989042
Language | Label | Description | Also known as |
---|---|---|---|
English | PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS |
scientific article; zbMATH DE number 6989042 |
Statements
PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (English)
0 references
4 December 2018
0 references
covariance structure
0 references
factor analysis
0 references
predictive estimators
0 references
expected likelihood
0 references
mean square error
0 references
Kullback-Leibler distance
0 references