Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
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Publication:5905275
DOI10.1214/aos/1176345072zbMath0497.62045MaRDI QIDQ5905275
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345072
convergence; maximum likelihood estimation; averaging; analysis of variance; mixed model; circular symmetry; patterned covariance matrices; complete symmetry; compound symmetry; multivariate normal estimation problem; necessary and sufficient conditions for explicit solutions; patterned means
62H12: Estimation in multivariate analysis
62H15: Hypothesis testing in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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