Asymptotically efficient estimation of covariance matrices with linear structure
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Publication:1213710
DOI10.1214/AOS/1193342389zbMATH Open0296.62022OpenAlexW2004064635MaRDI QIDQ1213710FDOQ1213710
Authors: T. W. Anderson
Publication date: 1973
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1193342389
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Linear regression; mixed models (62J05)
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