Studies in Estimation of Patterned Covariance Matrices
Many testing, estimation and confidence interval procedures discussed in the multivariate statistical literature are based on the assumption that the observation vectors are independent and normally distributed. The main reason for this is that often sets of multivariate observations are, at least a...
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Format: | Doctoral Thesis |
Language: | English |
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Linköpings universitet, Matematisk statistik
2009
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-18519 http://nbn-resolving.de/urn:isbn:978-91-7393-622-4 |