The Matrix-Logarithmic Covariance Model
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Publication:3128661
DOI10.2307/2291396zbMath0870.62043OpenAlexW4234586718MaRDI QIDQ3128661
Tom Y. M. Chiu, Kam-Wah Tsui, Thomas Leonard
Publication date: 17 April 1997
Full work available at URL: https://doi.org/10.2307/2291396
covariance matrixVolterra integral equationsimulation studyGolden-Thompson inequalityexplanatory variableslarge-sample asymptotic propertiesmatrix exponential transformationmaximum likelihood estimation procedures
Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Basic linear algebra (15A99)
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