Constrained covariance matrix estimation in road accident modelling with Schur complements

DOI10.1016/S1631-073X(03)00309-1zbMath1037.62052MaRDI QIDQ1428317

Assi N'Guessan

Publication date: 25 March 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62P05: Applications of statistics to actuarial sciences and financial mathematics

62P99: Applications of statistics