Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances

zbMATH Open0444.62056MaRDI QIDQ1144871FDOQ1144871

Authors: Ted H. Szatrowski 

Publication date: 1978

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distributioncovariance matrixaveraginglinear structuremean vectorexistence of explicit maximum likelihood estimatesexplitic solutionsiteration convergence

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Testing and Estimation for a Circular Stationary Model
• Testing Compound Symmetry in a Normal Multivariate Distribution
• Asymptotically efficient estimation of covariance matrices with linear structure
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Applications of products to the generalized compound symmetry problem
• Application of the theory of products of problems to certain patterned covariance matrices

Cited In (5)

• Free-coordinate estimation for doubly multivariate data
• Correlated random effects regression analysis for a log-normally distributed variable
• A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals
• Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem
• Testing independence under a block compound symmetry covariance structure

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