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Influential observations in the estimation of mean vector and covariance matrix

โœ Scribed by Wai-Yin Poon; Yat Sun Poon


Book ID
111778059
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
311 KB
Volume
55
Category
Article
ISSN
0007-1102

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The role of the covariance matrix in the
โœ Y.L. Tong ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 406 KB

For n > 1 let X = (X 1 ..... X,)' have a mean vector 01 and covariance matrix ~r2~, where 1 = (1,..., 1)', ~E is a known positive definite matrix, and ~r ~ > 0 is either known or unknown. This model has been found useful when the observations X l ..... X, from a population with mean O are not indepe