Minimisation of functions of a positive semidefinite matrix A subject to AX=0

DOI10.1016/0047-259X(78)90079-9MaRDI QIDQ1256277zbMATH OpenFDO

Authors George A. F. Seber, Bruce D. Calvert

Publication date 1978

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Functions of Positive Semidefinite MatricesHilbert Space ProjectionsMaximum Likelihood EstimationMinimisationMultivariate AnalysisVariance-Covariance Matrix

Mathematics Subject Classification ID

Multivariate analysis (62H99) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• scientific article; zbMATH DE number 3434940 (Why is no real title available?)
• scientific article; zbMATH DE number 3238253 (Why is no real title available?)
• scientific article; zbMATH DE number 3347916 (Why is no real title available?)
• Convex Analysis
• Some Applications of Matrix Derivatives in Multivariate Analysis

Cited in

(3)

• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• On the use of differentials in statistics
• A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0

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