Report, 2008
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
Ohlson Martin, Andrushchenko Zhanna, von Rosen DietrichAbstract
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 mPublished in
Research report (Centre of Biostochastics)2008, number: 2008:3
Publisher: Centre of Biostochastics, Swedish University of Agricultural Sciences
Authors' information
Andrushchenko, Zhanna
Swedish University of Agricultural Sciences, Department of Energy and Technology
Swedish University of Agricultural Sciences, Department of Energy and Technology
Ohlson, Martin
URI (permanent link to this page)
https://res.slu.se/id/publ/18110