Multivariate normal estimation: the case (n < p)

DOI10.1080/03610926.2017.1316405MaRDI QIDQ4639101zbMATH OpenOpenAlexFDO

Authors Nina Strydom, Nico Crowther

Publication date 2 May 2018

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

Full work available at URL http://hdl.handle.net/2263/62917

zbMATH Keywords

linear growth in covariance matricesmaximum likelihood estimation under constraintsobservations less than parametersproportional covariance matricesproportional growth in covariance matricesseemingly unrelated regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4161859 (Why is no real title available?)
• scientific article; zbMATH DE number 3781344 (Why is no real title available?)
• scientific article; zbMATH DE number 1279178 (Why is no real title available?)
• scientific article; zbMATH DE number 813691 (Why is no real title available?)
• Maximum likelihood estimation for multivariate normal samples
• Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints
• Proportionality of k covariance matrices

Cited in

(4)

• On the MVUE for the distribution in the multivariate normal regression
• Maximum likelihood estimation for multivariate normal samples
• Multivariate estimation from ``two variables at a time observations
• On the maximum-entropy approach to undersized samples

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