Explicit maximum likelihood estimators for certain patterned covariance matrices

DOI10.1080/03610927708827477zbMATH Open0352.62028OpenAlexW1967698537MaRDI QIDQ4122630FDOQ4122630

Authors:

Publication date: 1977

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927708827477

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Asymptotically efficient estimation of covariance matrices with linear structure
• Matrix derivatives with an application to an adaptive linear decision problem
• Quadratic Subspaces and Completeness
• On testing hypotheses regarding a class of covariance structures
• Matrix Inversion, Its Interest and Application in Analysis of Data
• Testing and estimation when a normal covariance matrix has intraclass structure of arbitrary order
• Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures

Cited In (7)

• Estimation of a multivariate normal covariance matrix under a certain structure
• Construction, properties and statistical applications of positive definite intraclass matrix
• Maximum likelihood analysis of the mixed model: the balanced case
• Correlated random effects regression analysis for a log-normally distributed variable
• Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme
• ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case
• Principal fitted components for dimension reduction in regression

This page was built for publication: Explicit maximum likelihood estimators for certain patterned covariance matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4122630)