We consider the problem of estimating a p-dimensional parameter y ΒΌ Γ°y 1 ; y; y p Γ when the observation is a p ΓΎ k vector Γ°X ; UΓ where dim X ΒΌ p and where U is a residual vector with dim U ΒΌ k: The distributional assumption is that Γ°X ; UΓ has a spherically symmetric distribution around Γ°y; 0Γ: Tw
β¦ LIBER β¦
Covariance Adjustment When a Vector of Parameters is Restricted to a Given Subspace
β Scribed by Baksalary, J. K.; Kala, R.
- Book ID
- 118196486
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1979
- Tongue
- English
- Weight
- 152 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0036-1399
- DOI
- 10.1137/0137002
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