Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem
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Publication:1172356
zbMath0501.62042MaRDI QIDQ1172356
Publication date: 1982
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
delta methodasymptotic varianceslinear patternscircular symmetrymatrix derivativescomplete symmetrypatterned meansestimating covariance matricespatterned correlationspatterned covariancesrelative efficiency of maximum likelihood estimates
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)
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