Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions

DOI10.1016/J.JMVA.2006.09.008MaRDI QIDQ2372136zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
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• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
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• scientific article; zbMATH DE number 3286662 (Why is no real title available?)
• An identity for the Wishart distribution with applications
• Estimating covariance matrices
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Improved nonnegative estimation of multivariate components of variance
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout
• 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
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• The variational form of certain Bayes estimators

Cited in

(6)

• Estimation of Wishart mean matrices under simple tree ordering
• A note on maximizing a special concave function subject to simultaneous Loewner order constraints
• Modifying estimators of ordered positive parameters under the Stein loss
• Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints
• Maximum likelihood estimation of covariance matrices under simple tree ordering
• Hartigan's method for \(k\)-MLE: mixture modeling with Wishart distributions and its application to motion retrieval

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