Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions

DOI10.1016/J.JMVA.2006.09.008zbMATH Open1113.62065OpenAlexW2006237691MaRDI QIDQ2372136FDOQ2372136

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

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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)

Cites Work

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• The variational form of certain Bayes estimators
• An identity for the Wishart distribution with applications
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• Estimating covariance matrices
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Maximum likelihood estimation of covariance matrices under simple tree ordering
• Improved nonnegative estimation of multivariate components of variance
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout

Cited In (3)

• Modifying estimators of ordered positive parameters under the Stein loss
• Maximum likelihood estimation of covariance matrices under simple tree ordering
• A note on maximizing a special concave function subject to simultaneous Loewner order constraints

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