A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix
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Publication:2132010
DOI10.1007/s42952-020-00066-5zbMath1485.62067MaRDI QIDQ2132010
Publication date: 27 April 2022
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42952-020-00066-5
maximum likelihood estimation; estimation algorithm; existence and uniqueness of estimators; Kronecker-product variance-covariance matrices; necessary versus sufficient conditions
62-08: Computational methods for problems pertaining to statistics
62H12: Estimation in multivariate analysis
Uses Software
Cites Work
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