A note on maximum likelihood estimation for covariance reducing models

DOI10.1016/J.SPL.2012.05.006MaRDI QIDQ452866zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 18 September 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.05.006

zbMATH Keywords

eigenanalysisWishart distribution

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 2146311 (Why is no real title available?)
• Covariance reducing models: An alternative to spectral modelling of covariance matrices

Cited in

(2)

• Covariance reducing models: An alternative to spectral modelling of covariance matrices
• Reduced-rank estimation of the difference between two covariance matrices

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Uses Software

• LDR

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