Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints

DOI10.1016/J.JSPI.2012.10.003MaRDI QIDQ1931367zbMATH OpenOpenAlexFDO

Authors H. F. Strydom, N. A. S. Crowther

Publication date 25 January 2013

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.10.003

zbMATH Keywords

Wishart distributionpatterned covariance matriceshomogeneity of covariance matricescovariance matrix with zerosmaximum likelihood estimation under constraints

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Parametric inference under constraints (62F30)

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(5)

• Estimation of Wishart mean matrices under simple tree ordering
• Statistical estimation and classification on commutative covariance structures
• Maximum likelihood estimation for constrained parameters of multinomial distributions -- appli\-cation to Zipf-Mandelbrot models
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• Multivariate normal estimation: the case \((n < p)\)

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