Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (Q2862389)

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Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i>
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    Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (English)
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    15 November 2013
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    linearly structured correlation matrix
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    maximum likelihood estimate of a vector parameter
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    vec operator
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    matrix and vector norms
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    Jacobian matrix
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    convergence of an iterative scheme
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    Toeplitz matrix
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