Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme
DOI10.1080/00949655.2011.641967zbMATH Open1431.62235OpenAlexW1973326354MaRDI QIDQ2862389FDOQ2862389
Authors: Saran Ishika Maiti, Sadhan Samar Maiti 
Publication date: 15 November 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.641967
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Cites Work
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- Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
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- The analysis of patterned correlation matrices by generalized least squares
- Explicit maximum likelihood estimators for certain patterned covariance matrices
- TECHNIQUES OF COVARIANCE STRUCTURAL ANALYSIS1
- Testing pattern hypotheses for covariance matrices
- Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure
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