Rank conditions for estimability of covariances
Recursive parameter estimation of regression model when the interval of possible values is given
Regression type estimators of finite population variance under multiphase sampling.
Regular linear model with the nuisance parameters with constraints of the type I
Repeated regression experiment and estimation of variance components
Ridge estimation of covariance matrix from data in two classes
This paper deals with the problem of estimating a covariance matrix from the data in two classes: (1) good data with the covariance matrix of interest and (2) contamination coming from a Gaussian distribution with a different covariance matrix. The ridge penalty is introduced to address the problem of high-dimensional challenges in estimating the covariance matrix from the two-class data model. A ridge estimator of the covariance matrix has a uniform expression and keeps positive-definite, whether...
Robust estimation in the multivariate normal model
Robust estimation presented in the following paper is based on Fisher consistent and Fréchet differentiable statistical functionals. The method has been used in the multivariate normal model with variance components [5]. To transfer the method to estimate vector of expectations and positive definite covariance matrix of the multivariate normal model it is required to express the covariance matrix as a linear combination of basic elements of the vector space of real, square and symmetric matrices....