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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Bibliographic Details
Main Author: Ohlson, Martin
Format: Doctoral Thesis
Language:English
Published: Linköpings universitet, Matematisk statistik 2009
Subjects:
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