×

Asymptotically efficient estimation of covariance matrices with linear structure. (English) Zbl 0296.62022


MSC:

62F10 Point estimation
62F12 Asymptotic properties of parametric estimators
62J05 Linear regression; mixed models
62H10 Multivariate distribution of statistics
62H99 Multivariate analysis
PDF BibTeX XML Cite
Full Text: DOI