Positive definite maximum likelihood covariance estimators

DOI10.1016/0165-1765(85)90139-9zbMATH Open1273.62283OpenAlexW1995127569WikidataQ126377609 ScholiaQ126377609MaRDI QIDQ375043FDOQ375043

Authors: Daniel P. Schwallie 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90139-9

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Linear Statistical Inference and its Applications
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Some Estimators for a Linear Model with Random Coefficients
• Some Estimation Methods for a Random Coefficient Model
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (7)

• On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices
• On strict positive definiteness of product and product-sum covariance models
• Maximum likelihood estimation in Gaussian models under total positivity
• Necessary and sufficient conditions for the two-point phase probability function of two-phase random media
• Estimation of a covariance matrix with zeros
• Positive definite correlation matrix estimator and its application based on Gaussian pseudo-likelihood
• Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness

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