Estimation of proportional covariances (Q1093285): Difference between revisions
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Latest revision as of 11:54, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of proportional covariances |
scientific article |
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Estimation of proportional covariances (English)
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1987
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In the model for proportional covariance matrices of p-dimensional normally distributed random variables, the existence and uniqueness of the maximum likelihood estimator is established using convexity results.
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exponential families
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proportional covariance matrices
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normally distributed random variables
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existence and uniqueness
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maximum likelihood estimator
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convexity
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