scientific article; zbMATH DE number 954485

MaRDI QIDQ4718569zbMATH OpenFDO

Authors Ming-Tien Tsai

Publication date 6 March 1997

zbMATH Keywords

Loewner order restrictionsnuisance parameterprofile maximum likelihood estimators of covariance matricesWishart distribution

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12)

Recommendations

• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Positive definite maximum likelihood covariance estimators
• scientific article; zbMATH DE number 2217638
• Estimation of means of three multivariate normal populations with simple order restriction based on the covariance matrices of unknown
• Estimation of two ordered normal means when a covariance matrix is known

Cited in

(10)

• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE
• An appraisal of some aspects of statistical inference under inequality constraints
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions
• Union-intersection principle and constrained statistical inference
• Positive definite maximum likelihood covariance estimators
• REML Estimation of Covariance Matrices with Restricted Parameter Spaces
• Maximum likelihood estimation of covariance matrices of multivariate normal distribution under simple ring ordering and umbrella ordering
• Degrees of freedom in low rank matrix estimation
• Estimation of covariance matrix from geochemical data with observations below detection limits

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4718569)