A note on maximum likelihood estimation for covariance reducing models

DOI10.1016/J.SPL.2012.05.006zbMATH Open1336.62132OpenAlexW2091906985MaRDI QIDQ452866FDOQ452866

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

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zbMATH Keywords

eigenanalysisWishart distribution

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• 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

Uses Software

• LDR

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