Explicit estimators under m-dependence for a multivariate normal distribution
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-008-0213-1.pdf
Reference26 articles.
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2. Browne M.W. (1977). The analysis of patterned correlation matrices by generalized least squares. British Journal of Mathematical and Statistical Psychology 30: 113–124
3. Chakraborty M. (1998). An efficient algorithm for solving general periodic Toeplitz system. IEEE Transactions on Signal Processing 46(3): 784–787
4. Chinchilli V.M., Carter W. (1984). A likelihood ratio test for a patterned covariance matrix in a multivariate growth-curve model. Biometrics 40(1): 151–156
5. Christensen, L. P. B. (2007). An EM-algorithm for band-toeplitz covariance matrix estimation. Submitted to IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
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