Explicit estimators of the parameters in a multivariate normal distribution when the covariance matrix is banded of order m. Research Report, Centre of Biostochastics, Swedish University of Agricultural Sciences. Report 2008:3

Sammanfattning

The problem of estimation parameters of a multivariate p-dimensional random vector is considered for a banded covariance structure under m-dependence. A simple non-iterative estimation procedure is suggested which gives explicit, unbiased and consistent estimator of the mean and explicit and consistent estimator of the covariance matrix for arbitrary p and m

Publicerad i

Research report (Centre of Biostochastics)
2008, nummer: 2008:3
Utgivare: Centre of Biostochastics, Swedish University of Agricultural Sciences

SLU författare

• Andrushchenko, Zhanna

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/18110