Let $X_{1},X_{2},\ldots ,X_{n}$ be independent random variables. Given the moments $EX_{j}^{s}$ (s = 1, 2,...,m), (j = 1, 2,...,n), the joint distribution function of ...
An important problem in multivariate statistics is the estimation of covariance matrices. We consider a class of nonparametric covariance models in which the entries in the covariance matrix depend on ...