Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme (Q2862389)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme |
scientific article; zbMATH DE number 6227382
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme |
scientific article; zbMATH DE number 6227382 |
Statements
Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (English)
0 references
15 November 2013
0 references
linearly structured correlation matrix
0 references
maximum likelihood estimate of a vector parameter
0 references
vec operator
0 references
matrix and vector norms
0 references
Jacobian matrix
0 references
convergence of an iterative scheme
0 references
Toeplitz matrix
0 references
0 references
0.7920952439308167
0 references
0.730059802532196
0 references
0.7172058820724487
0 references
