Explicit estimators under \(m\)-dependence for a multivariate normal distribution
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Publication:907081
DOI10.1007/s10463-008-0213-1zbMath1432.62163MaRDI QIDQ907081
Dietrich von Rosen, Martin Ohlson, Zhanna Andrushchenko
Publication date: 1 February 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-008-0213-1
multivariate normal distribution; covariance matrix estimation; banded covariance matrices; explicit estimators