PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123)

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scientific article; zbMATH DE number 6989042
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PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS
scientific article; zbMATH DE number 6989042

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    PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (English)
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    4 December 2018
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    covariance structure
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    factor analysis
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    predictive estimators
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    expected likelihood
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    mean square error
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    Kullback-Leibler distance
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