Statistical applications of Jordan algebras (Q1335295)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical applications of Jordan algebras |
scientific article |
Statements
Statistical applications of Jordan algebras (English)
0 references
28 September 1994
0 references
The technical problems considered in this monograph and solved by means of Jordan algebras are: random quadratic forms, maximum likelihood estimation of patterned covariance matrices, simplification of the EM algorithm, estimation in the presence of missing data, general linear mixed model. One of the four chapters is devoted to technical results on Jordan algebras, which are introduced here from real symmetric matrices.
0 references
idempotents
0 references
convex space
0 references
Jordan algebras
0 references
random quadratic forms
0 references
maximum likelihood estimation of patterned covariance matrices
0 references
simplification of the EM algorithm
0 references
missing data
0 references
general linear mixed model
0 references
