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0486424 - ÚI 2020 RIV US eng J - Journal Article
Turčičová, Marie - Mandel, Jan - Eben, Kryštof
Multilevel maximum likelihood estimation with application to covariance matrices.
Communications in Statistics - Theory and Methods. Roč. 48, č. 4 (2019), s. 909-925. ISSN 0361-0926. E-ISSN 1532-415X
R&D Projects: GA ČR GA13-34856S
Institutional support: RVO:67985807
Keywords : Fisher information * High dimension * Hierarchical maximum likelihood * Nested parameter spaces * Spectral diagonal covariance model * Sparse inverse covariance model
OECD category: Statistics and probability
Impact factor: 0.612, year: 2019
Method of publishing: Limited access
http://dx.doi.org/10.1080/03610926.2017.1422755
Permanent Link: http://hdl.handle.net/11104/0281241