Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions

DOI10.1016/j.jmva.2006.09.008zbMath1113.62065OpenAlexW2006237691MaRDI QIDQ2372136

Ming-Tien Tsai

Publication date: 11 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.09.008

zbMATH Keywords

matrix factorizationsexterior differential formsKullback-Leibler loss functionsimple ordering setWishart density function

Mathematics Subject Classification ID

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

Related Items

Modifying estimators of ordered positive parameters under the Stein loss

Cites Work

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