Title of article :
Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model
Author/Authors :
Xiaoqian Sun، نويسنده , , Dongchu Sun، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2005
Keywords :
Equivariant estimator , covariance matrix , Maximum likelihood estimator , Cholesky decomposition
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters