Maximum likelihood estimation of covariance matrices under simple tree ordering

DOI10.1016/S0047-259X(03)00094-0zbMATH Open1047.62054MaRDI QIDQ1877007FDOQ1877007

Authors: Ming-Tien Tsai 

Publication date: 16 August 2004

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

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zbMATH Keywords

Differential formsLog concavity for matrix functionsWishart density functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Cites Work

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• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
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• 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
• One-sided test for the equality of two covariance matrices
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
• On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout

Cited In (7)

• Title not available (Why is that?)
• Maximum likelihood estimation of covariance matrices of multivariate normal distribution under simple ring ordering and umbrella ordering
• Modifying estimators of ordered positive parameters under the Stein loss
• Estimation of Wishart mean matrices under simple tree ordering
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions
• Union-intersection principle and constrained statistical inference
• Estimation of parameters in the tree order restriction by a randomized decision

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