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Spectral models for covariance matrices

โœ Scribed by Boik, R. J.


Book ID
121507903
Publisher
Oxford University Press
Year
2002
Tongue
English
Weight
213 KB
Volume
89
Category
Article
ISSN
0006-3444

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Measurement Error Models with Nonconstan
โœ Reinaldo B. Arellano-Valle; Heleno Bolfarine; Loreta Gasco ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 165 KB

In this paper we consider measurement error models when the observed random vectors are independent and have mean vector and covariance matrix changing with each observation. The asymptotic behavior of the sample mean vector and the sample covariance matrix are studied for such models. Using the der