IMPROVED ESTIMATION OF A PATTERNED COVARIANCE-MATRIX

被引：1

|

作者：

DEY, DK

GELFAND, AE

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1989年 / 31卷 / 01期

关键词：

D O I：

10.1016/0047-259X(89)90053-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：107 / 116

页数：10

相关论文

共 50 条

[1] ON THE INVERSE OF A PATTERNED COVARIANCE-MATRIX
BONNEY, GE
KISSLING, GE
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1984, 79 (387) : 722 - 723
[2] IMPROVED ESTIMATION OF A COVARIANCE-MATRIX UNDER QUADRATIC LOSS
KUBOKAWA, T
STATISTICS & PROBABILITY LETTERS, 1989, 8 (01) : 69 - 71
[3] ROBUST ESTIMATION OF A COVARIANCE-MATRIX
GALPIN, JS
SOUTH AFRICAN STATISTICAL JOURNAL, 1983, 17 (02) : 181 - 181
[4] JACKKNIFE ESTIMATION OF THE EIGENVALUES OF THE COVARIANCE-MATRIX
ROMANAZZI, M
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1993, 15 (02) : 179 - 198
[5] ON ESTIMATION OF A MATRIX OF NORMAL MEANS WITH UNKNOWN COVARIANCE-MATRIX
KONNO, Y
JOURNAL OF MULTIVARIATE ANALYSIS, 1991, 36 (01) : 44 - 55
[6] ESTIMATION OF A COVARIANCE-MATRIX UNDER STEINS LOSS
DEY, DK
SRINIVASAN, C
ANNALS OF STATISTICS, 1985, 13 (04): : 1581 - 1591
[7] ON THE ESTIMATION OF POLYCHORIC CORRELATIONS AND THEIR ASYMPTOTIC COVARIANCE-MATRIX
JORESKOG, KG
PSYCHOMETRIKA, 1994, 59 (03) : 381 - 389
[8] ESTIMATION OF A COVARIANCE-MATRIX USING THE REFERENCE PRIOR
YANG, RY
BERGER, JO
ANNALS OF STATISTICS, 1994, 22 (03): : 1195 - 1211
[9] AUTOMATIC LAG SELECTION IN COVARIANCE-MATRIX ESTIMATION
NEWEY, WK
WEST, KD
REVIEW OF ECONOMIC STUDIES, 1994, 61 (04): : 631 - 653
[10] HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX ESTIMATION
ANDREWS, DWK
ECONOMETRICA, 1991, 59 (03) : 817 - 858

← 1 2 3 4 5 →