Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem (Q1172356): Difference between revisions
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Revision as of 02:27, 5 March 2024
scientific article
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English | Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem |
scientific article |
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Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem (English)
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1982
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patterned covariances
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relative efficiency of maximum likelihood estimates
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linear patterns
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estimating covariance matrices
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asymptotic variances
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complete symmetry
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circular symmetry
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delta method
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matrix derivatives
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patterned correlations
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patterned means
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