Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances

Ted H. Szatrowski

doi:10.1007/bf02480203

Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02480203 ◽

1978 ◽

Vol 30 (1) ◽

pp. 81-88 ◽

Cited By ~ 15

Author(s):

Ted H. Szatrowski

Keyword(s):

Estimation Problem ◽

Explicit Solutions ◽

Multivariate Normal ◽

Normal Estimation

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Necessary and Sufficient Conditions for Explicit Solutions in the Multivariate Normal Estimation Problem for Patterned Means and Covariances

The Annals of Statistics ◽

10.1214/aos/1176345072 ◽

1980 ◽

Vol 8 (4) ◽

pp. 802-810 ◽

Cited By ~ 55

Author(s):

Ted H. Szatrowski

Keyword(s):

Sufficient Conditions ◽

Estimation Problem ◽

Necessary And Sufficient Conditions ◽

Explicit Solutions ◽

Multivariate Normal ◽

Normal Estimation ◽

Necessary And Sufficient

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RELATIVE EFFICIENCIES OF ESTIMATES USING PATTERNED COVARIANCES OR CORRELATIONS IN THE MULTIVARIATE NORMAL ESTIMATION PROBLEM

ETS Research Report Series ◽

10.1002/j.2333-8504.1981.tb01264.x ◽

1981 ◽

Vol 1981 (2) ◽

pp. i-22

Author(s):

Ted H. Szatrowski

Keyword(s):

Estimation Problem ◽

Multivariate Normal ◽

Normal Estimation

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Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02481028 ◽

1982 ◽

Vol 34 (2) ◽

pp. 299-307 ◽

Cited By ~ 3

Author(s):

Ted H. Szatrowski

Keyword(s):

Estimation Problem ◽

Multivariate Normal ◽

Normal Estimation

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Explicit solutions for an estimation problem in manifolds associated with Lie groups

Differential Geometry: The Interface between Pure and Applied Mathematics - Contemporary Mathematics ◽

10.1090/conm/068/924808 ◽

1987 ◽

pp. 99-109 ◽

Cited By ~ 1

Author(s):

T. E. Duncan

Keyword(s):

Lie Groups ◽

Estimation Problem ◽

Explicit Solutions

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Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes

International Journal of Control ◽

10.1080/00207178208932926 ◽

1982 ◽

Vol 36 (5) ◽

pp. 725-745 ◽

Cited By ~ 2

Author(s):

U. SHAKED ◽

B. PRIEL

Keyword(s):

Discrete Time ◽

Optimal Estimation ◽

Estimation Problem ◽

Explicit Solutions ◽

Linear Processes ◽

Time Invariant

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Explicit solutions to the linear optimal estimation problem of continuous time-invariant linear processes

International Journal of Control ◽

10.1080/00207178308932978 ◽

1983 ◽

Vol 37 (2) ◽

pp. 379-398

Author(s):

U. SHAKED

Keyword(s):

Continuous Time ◽

Optimal Estimation ◽

Estimation Problem ◽

Explicit Solutions ◽

Linear Processes ◽

Time Invariant

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Multivariate normal estimation: the case (n < p)

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2017.1316405 ◽

2017 ◽

Vol 47 (5) ◽

pp. 1071-1090

Author(s):

Nina Strydom ◽

Nico Crowther

Keyword(s):

Multivariate Normal ◽

Normal Estimation

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Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution

Sequential Analysis ◽

10.1080/07474946.2018.1427981 ◽

2018 ◽

Vol 37 (1) ◽

pp. 102-114

Author(s):

Alicja Jokiel-Rokita

Keyword(s):

Exponential Distribution ◽

Sequential Estimation ◽

Estimation Problem ◽

Explicit Solutions ◽

Bayes Sequential Estimation

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Missing Data in the One-Population Multivariate Normal Patterned Mean and Covariance Matrix Testing and Estimation Problem

The Annals of Statistics ◽

10.1214/aos/1176346260 ◽

1983 ◽

Vol 11 (3) ◽

pp. 947-958 ◽

Cited By ~ 15

Author(s):

Ted H. Szatrowski

Keyword(s):

Missing Data ◽

Covariance Matrix ◽

Estimation Problem ◽

Multivariate Normal ◽

The One

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James–Stein estimation problem for a multivariate normal random matrix and an improved estimator

Linear Algebra and its Applications ◽

10.1016/j.laa.2017.06.032 ◽

2017 ◽

Vol 532 ◽

pp. 231-256

Author(s):

Xiaoqian Liu ◽

Liangyuan Liu ◽

Jianhua Hu

Keyword(s):

Random Matrix ◽

Estimation Problem ◽

Multivariate Normal ◽

Stein Estimation

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