Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154696 | Statistics & Probability Letters | 2014 | 13 Pages |
Abstract
We investigate the problem of estimating the Cholesky decomposition in a conditional independent normal model with missing data. Explicit expressions for the maximum likelihood estimators and unbiased estimators are derived. By introducing a special group, we obtain the best equivariant estimators.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Daojiang He, Kai Xu,