Estimation of proportional covariances
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Publication:1093285
DOI10.1016/0167-7152(87)90078-2zbMath0628.62055OpenAlexW1984491486MaRDI QIDQ1093285
Søren Tolver Jensen, Søren Glud Johansen
Publication date: 1987
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(87)90078-2
exponential familiesconvexitymaximum likelihood estimatorexistence and uniquenessproportional covariance matricesnormally distributed random variables
Related Items (5)
Estimation of proportional covariances in the presence of certain linear restrictions. ⋮ High-dimensional testing for proportional covariance matrices ⋮ Factor-based comparison ofkpopulations ⋮ Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations ⋮ \(M\)-functionals of multivariate scatter
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