Maximum likelihood estimation of covariance matrices under simple tree ordering (Q1877007): Difference between revisions

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+What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
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+Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
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+Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
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+Q3796553
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+The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
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+Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
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+On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
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+Q5569992
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+Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout
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+One-sided test for the equality of two covariance matrices
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+Q3800194
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+Q3219581
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+Estimation of variance and covariance components—MINQUE theory
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+Minimum variance quadratic unbiased estimation of variance components
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+Q4039798
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+Q4039968
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+Publication:1877007