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

DOI10.1016/0024-3795(92)90208-RMaRDI QIDQ1200566zbMATH OpenFDO

Authors James A. Calvin, Richard Dykstra

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.1016/0024-3795(92)90208-R

zbMATH Keywords

algorithmLoewner orderingmaximization of a concave functionmaximum likelihoodreparametrizationWishart distribution

Mathematics Subject Classification ID

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

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Cites work

• Convex Analysis
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• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Multivariate calculation. Use of the continuous groups
• Some Applications of Matrix Derivatives in Multivariate Analysis
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
• Über monotone Matrixfunktionen

Cited in

(1)

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

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