Intuition suggests that altering the covariance structure of a parametric model for repeated-measures data alters the variances of the model's estimated mean parameters. The purpose of this article is ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
Some patterned covariance matrices used to model multivariate normal data that do not have explicit maximum likelihood estimates can be viewed as submatrices of larger patterned covariance matrices ...
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