Explicit estimators under m-dependence for a multivariate normal distribution

Martin Ohlson (), Zhanna Andrushchenko and Dietrich Rosen

Annals of the Institute of Statistical Mathematics, 2011, vol. 63, issue 1, 29-42

Keywords: Banded covariance matrices; Covariance matrix estimation; Explicit estimators; Multivariate normal distribution (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10463-008-0213-1

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