A note on maximizing a special concave function subject to simultaneous Loewner order constraints

DOI10.1016/0024-3795(92)90208-RzbMATH Open0764.62052MaRDI QIDQ1200566FDOQ1200566

Authors: James A. Calvin, Richard Dykstra 

Publication date: 16 January 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihoodWishart distributionalgorithmreparametrizationLoewner orderingmaximization of a concave function

Mathematics Subject Classification ID

Multivariate analysis (62H99) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

Cites Work

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• Convex Analysis
• Inequalities: theory of majorization and its applications
• Über monotone Matrixfunktionen
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• Some Applications of Matrix Derivatives in Multivariate Analysis
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Multivariate calculation. Use of the continuous groups
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout

Cited In (1)

• One-sided test of a covariance matrix with a known null value

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