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Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data

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  • Xiaoqian Sun
  • Dongchu Sun

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  • Xiaoqian Sun & Dongchu Sun, 2007. "Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(2), pages 211-233, June.
    • Handle: RePEc:spr:aistmt:v:59:y:2007:i:2:p:211-233
    DOI: 10.1007/s10463-006-0044-x
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    References listed on IDEAS

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    1. Liu, Chuanhai, 1999. "Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 206-217, May.
    2. Dongchu Sun & Xiaoqian Sun, 2005. "Estimation of the multivariate normal precision and covariance matrices in a star-shape model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 455-484, September.
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