Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances

DOI10.1214/aos/1176345072zbMath0497.62045MaRDI QIDQ5905275

Ted H. Szatrowski

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345072

zbMATH Keywords

convergence; maximum likelihood estimation; averaging; analysis of variance; mixed model; circular symmetry; patterned covariance matrices; complete symmetry; compound symmetry; multivariate normal estimation problem; necessary and sufficient conditions for explicit solutions; patterned means

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H15: Hypothesis testing in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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