TY - JOUR
AU - 
TI - Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure
JF - The Annals of Statistics
DO - 10.1214/aos/1193342389
DA - 1973-01-01
UR - https://www.deepdyve.com/lp/unpaywall/asymptotically-efficient-estimation-of-covariance-matrices-with-linear-L4GZKxigTP
DP - DeepDyve
ER -