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Estimation of banded covariance matrices in a multivariate normal distribution

Publication: Book/Report/ProceedingsReportResearch

Abstract

The estimation of parameters of a multivariate p-dimensional random vector is considered for a banded covariance structure under the constrain that the covariances \sigma_{ij} = 0 for |i-j| > 1. Explicit analytical estimators for the mean and the covariance matrix are presented. The estimators are unbiased and consistent for the mean and consistent for the covariance matrix. Likelihood based tests which are asymptotically equivalent to likelihood ratio tests are presented and hypotheses for covariance matrices are tested
Original languageEnglish
PublisherCentre of Biostochastics, Swedish University of Agricultural Sciences
Number of pages30
Publication statusPublished - 2008

Publication series

SeriesResearch report (Centre of Biostochastics)
Number2008:2
ISSN1651-8543

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