Browsing by Subject "Proportional growth in covariance matrices"

Browsing by Subject "Proportional growth in covariance matrices"

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  • Multivariate normal estimation : the case (n < p) 
    Strydom, Nina; Crowther, N.A.S. (Nicolaas Andries Sadie), 1944- (Taylor and Francis, 2018)
    Estimation in the multivariate context when the number of observations available is less than the number of variables is a classical theoretical problem. In order to ensure estimability, one has to assume certain constraints ...