Multivariate normal estimation: the case <i>(<i>n</i> < <i>p</i>)</i> (Q4639101)
From MaRDI portal
scientific article; zbMATH DE number 6865910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate normal estimation: the case <i>(<i>n</i> < <i>p</i>)</i> |
scientific article; zbMATH DE number 6865910 |
Statements
Multivariate normal estimation: the case <i>(<i>n</i> < <i>p</i>)</i> (English)
0 references
2 May 2018
0 references
linear growth in covariance matrices
0 references
maximum likelihood estimation under constraints
0 references
observations less than parameters
0 references
proportional covariance matrices
0 references
proportional growth in covariance matrices
0 references
seemingly unrelated regression
0 references
