liu.seSearch for publications in DiVA

CiteExport$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_upper_j_idt146",{id:"formSmash:upper:j_idt146",widgetVar:"widget_formSmash_upper_j_idt146",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:upper:exportLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_upper_j_idt147_j_idt149",{id:"formSmash:upper:j_idt147:j_idt149",widgetVar:"widget_formSmash_upper_j_idt147_j_idt149",target:"formSmash:upper:j_idt147:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});

Explicit Estimators under m-Dependence for a Multivariate Normal DistributionPrimeFaces.cw("AccordionPanel","widget_formSmash_some",{id:"formSmash:some",widgetVar:"widget_formSmash_some",multiple:true}); PrimeFaces.cw("AccordionPanel","widget_formSmash_all",{id:"formSmash:all",widgetVar:"widget_formSmash_all",multiple:true});
function selectAll()
{
var panelSome = $(PrimeFaces.escapeClientId("formSmash:some"));
var panelAll = $(PrimeFaces.escapeClientId("formSmash:all"));
panelAll.toggle();
toggleList(panelSome.get(0).childNodes, panelAll);
toggleList(panelAll.get(0).childNodes, panelAll);
}
/*Toggling the list of authorPanel nodes according to the toggling of the closeable second panel */
function toggleList(childList, panel)
{
var panelWasOpen = (panel.get(0).style.display == 'none');
// console.log('panel was open ' + panelWasOpen);
for (var c = 0; c < childList.length; c++) {
if (childList[c].classList.contains('authorPanel')) {
clickNode(panelWasOpen, childList[c]);
}
}
}
/*nodes have styleClass ui-corner-top if they are expanded and ui-corner-all if they are collapsed */
function clickNode(collapse, child)
{
if (collapse && child.classList.contains('ui-corner-top')) {
// console.log('collapse');
child.click();
}
if (!collapse && child.classList.contains('ui-corner-all')) {
// console.log('expand');
child.click();
}
}
PrimeFaces.cw("AccordionPanel","widget_formSmash_responsibleOrgs",{id:"formSmash:responsibleOrgs",widgetVar:"widget_formSmash_responsibleOrgs",multiple:true}); 2011 (English)In: Annals of the Institute of Statistical Mathematics, ISSN 0020-3157, E-ISSN 1572-9052, Vol. 63, no 1, 29-42 p.Article in journal (Refereed) Published
##### Abstract [en]

##### Place, publisher, year, edition, pages

Springer , 2011. Vol. 63, no 1, 29-42 p.
##### Keyword [en]

Banded covariance matrices; Covariance matrix estimation; Explicit estimators; Multivariate normal distribution
##### National Category

Mathematics
##### Identifiers

URN: urn:nbn:se:liu:diva-18514DOI: 10.1007/s10463-008-0213-1ISI: 000286919300002OAI: oai:DiVA.org:liu-18514DiVA: diva2:220120
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt434",{id:"formSmash:j_idt434",widgetVar:"widget_formSmash_j_idt434",multiple:true});
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt440",{id:"formSmash:j_idt440",widgetVar:"widget_formSmash_j_idt440",multiple:true});
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt446",{id:"formSmash:j_idt446",widgetVar:"widget_formSmash_j_idt446",multiple:true});
##### Note

Preliminary version published as Research Report 2008:3 at the Centre of Biostochastics Swedish University of Agricultural Sciences.
The original publication is available at www.springerlink.com:
Martin Ohlson, Zhanna Andrushchenko and Dietrich von Rosen, Explicit Estimators under m-Dependence for a Multivariate Normal Distribution, 2011, Annals of the Institute of Statistical Mathematics, (63), 1, 29-42.
http://dx.doi.org/10.1007/s10463-008-0213-1
Copyright: Springer Science Business Media
http://www.springerlink.com/
Available from: 2009-05-29 Created: 2009-05-29 Last updated: 2017-12-13Bibliographically approved
##### In thesis

The problemof estimating parameters of amultivariate normal p-dimensional random vector is considered for a banded covariance structure reflecting mdependence. A simple non-iterative estimation procedure is suggested which gives an explicit, unbiased and consistent estimator of the mean and an explicit and consistent estimator of the covariance matrix for arbitrary *p* and *m*.

1. Studies in Estimation of Patterned Covariance Matrices$(function(){PrimeFaces.cw("OverlayPanel","overlay220133",{id:"formSmash:j_idt707:0:j_idt711",widgetVar:"overlay220133",target:"formSmash:j_idt707:0:parentLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

doi
urn-nbn$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_j_idt1144",{id:"formSmash:j_idt1144",widgetVar:"widget_formSmash_j_idt1144",showEffect:"fade",hideEffect:"fade",showDelay:500,hideDelay:300,target:"formSmash:altmetricDiv"});});

CiteExport$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_lower_j_idt1197",{id:"formSmash:lower:j_idt1197",widgetVar:"widget_formSmash_lower_j_idt1197",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:lower:exportLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_lower_j_idt1198_j_idt1200",{id:"formSmash:lower:j_idt1198:j_idt1200",widgetVar:"widget_formSmash_lower_j_idt1198_j_idt1200",target:"formSmash:lower:j_idt1198:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});