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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});
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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
#####

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##### 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: 2014-09-29Bibliographically 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_idt647:0:j_idt651",widgetVar:"overlay220133",target:"formSmash:j_idt647:0:parentLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

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