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Explicit estimators under m-dependence for a multivariate normal distribution

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  • Martin Ohlson
  • Zhanna Andrushchenko
  • Dietrich Rosen

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  • Martin Ohlson & Zhanna Andrushchenko & Dietrich Rosen, 2011. "Explicit estimators under m-dependence for a multivariate normal distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(1), pages 29-42, February.
    • Handle: RePEc:spr:aistmt:v:63:y:2011:i:1:p:29-42
    DOI: 10.1007/s10463-008-0213-1
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    References listed on IDEAS

    as
    1. Lu, Nelson & Zimmerman, Dale L., 2005. "The likelihood ratio test for a separable covariance matrix," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 449-457, July.
    2. Dayanand Naik & Shantha Rao, 2001. "Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(1), pages 91-105.
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