Multivariate normal estimation: the case \((n < p)\) (Q4639101)
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scientific article; zbMATH DE number 6865910
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| English | Multivariate normal estimation: the case \((n < p)\) |
scientific article; zbMATH DE number 6865910 |
Statements
Multivariate normal estimation: the case <i>(<i>n</i> < <i>p</i>)</i> (English)
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2 May 2018
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linear growth in covariance matrices
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maximum likelihood estimation under constraints
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observations less than parameters
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proportional covariance matrices
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proportional growth in covariance matrices
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seemingly unrelated regression
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0.8242732882499695
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0.8140986561775208
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0.7921078205108643
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0.788925290107727
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0.7850725054740906
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