Asymptotically efficient estimation of covariance matrices with linear structure
From MaRDI portal
Publication:1213710
DOI10.1214/aos/1193342389zbMath0296.62022OpenAlexW2004064635MaRDI QIDQ1213710
Publication date: 1973
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1193342389
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Multivariate analysis (62H99) Linear regression; mixed models (62J05) Point estimation (62F10)
Related Items
Robust estimation for the correlation matrix of multivariate longitudinal data, Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions, Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions, Triangular angles parameterization for the correlation matrix of bivariate longitudinal data, Structured Modeling for Post-Mortem Brain Tissue Data, Generalized least squares estimation of the functional multivariate linear errors-in-variables model, Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model, Covariance based moment equations for improved variance component estimation, Effective sample size for line transect sampling models with an application to marine macroalgae, Partial inversion for linear systems and partial closure of independence graphs, Modelling multiple outcomes in repeated measures studies: Comparing aesthetic eyelid surgery techniques, Averaging estimation for conditional covariance models, Parametrizations, weights, and optimal prediction, Maximum likelihood degree of the two-dimensional linear Gaussian covariance model, Inference on covariance-mean regression, REML estimation: Asymptotic behavior and related topics, A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals, Covariance chains, Effects of the estimation of covariance matrix parameters in the generalized multivariate linear model, Covariance prediction via convex optimization, Sequences of regressions and their independences, Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances, Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs, Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island, Positive-definite thresholding estimators of covariance matrices with zeros, jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models, Covariance Model with General Linear Structure and Divergent Parameters, Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models, Linear latent variable models and covariance structures, Covariance estimation: the GLM and regularization perspectives, Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem, Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type, Binary Models for Marginal Independence, A mixed linear model with linear covariance structure: a sensitivity analysis of maximum likelihood estimators, Counting and locating the solutions of polynomial systems of maximum likelihood equations. I., Principal regression for high dimensional covariance matrices, Sparse matrices, and the estimation of variance components by likelihood methods, Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices, Explicit maximum likelihood estimators for certain patterned covariance matrices, Estimation of a multivariate normal covariance matrix under a certain structure, ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case, On nonequivalence of several procedures of structural equation modeling, Wishart distributions on homogeneous cones, Analysis of evolution: evolutionary rates, independence and treeness, On estimation of diagonal covariance matrices by minque, An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study, A New Approach for theW-Matrix, Stepwise BAN estimators for exponential families with multivariate normal applications, Guidelines for placing additional sensors to improve variation diagnosis in assembly processes, Hypothesis testing on linear structures of high-dimensional covariance matrix, Parametrizations, fixed and random effects, Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data, A review of Gaussian Markov models for conditional independence, A projection method of estimation for a subfamily of exponential families, Maximum likelihood estimation of variance components-a Monte Carlo study, Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix, Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model, Multivariate regression models for panel data, Maximum likelihood estimation of the linearly structured correlation matrix by aJacobi-type iterative scheme, The growth curve model: a review
