Positive definite maximum likelihood covariance estimators
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- Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
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- scientific article; zbMATH DE number 954485
Cites work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- scientific article; zbMATH DE number 3816886 (Why is no real title available?)
- scientific article; zbMATH DE number 3517309 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- Some Estimation Methods for a Random Coefficient Model
- Some Estimators for a Linear Model with Random Coefficients
Cited in
(9)- Maximum likelihood estimation in Gaussian models under total positivity
- Positive definite correlation matrix estimator and its application based on Gaussian pseudo-likelihood
- Estimation of a covariance matrix with zeros
- Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
- On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices
- scientific article; zbMATH DE number 954485 (Why is no real title available?)
- REML Estimation of Covariance Matrices with Restricted Parameter Spaces
- Necessary and sufficient conditions for the two-point phase probability function of two-phase random media
- On strict positive definiteness of product and product-sum covariance models
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