A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix

DOI10.1007/s42952-020-00066-5zbMath1485.62067OpenAlexW3016764946MaRDI QIDQ2132010

Pierre Dutilleul

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-020-00066-5

zbMATH Keywords

maximum likelihood estimationestimation algorithmexistence and uniqueness of estimatorsKronecker-product variance-covariance matricesnecessary versus sufficient conditions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

Uses Software

• CRAN
• sEparaTe

Cites Work

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