Estimation of proportional covariances (Q1093285)
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scientific article; zbMATH DE number 4022395
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| English | Estimation of proportional covariances |
scientific article; zbMATH DE number 4022395 |
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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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