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
Pages
12
From page
1
To page
12
Keywords
Equivariant estimator , covariance matrix , Maximum likelihood estimator , Cholesky decomposition
Journal title
Statistics and Probability Letters
Serial Year
2005
Journal title
Statistics and Probability Letters
Record number
140489
Link To Document