Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances

DOI10.1214/aos/1176345072zbMath0497.62045OpenAlexW2003746747MaRDI QIDQ5905275

Ted H. Szatrowski

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

zbMATH Keywords

convergencemaximum likelihood estimationaveraginganalysis of variancemixed modelcircular symmetrypatterned covariance matricescomplete symmetrycompound symmetrymultivariate normal estimation problemnecessary and sufficient conditions for explicit solutionspatterned means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (8)

Applications of the matrix operators vech and vec ⋮ A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals ⋮ Generalized dispersion matrices for covariance structural analysis ⋮ Best unbiased estimation of fixed effects in mixed ANOVA models ⋮ Exact inference on contrasts in means of intraclass correlation models with missing responses ⋮ Singular value decomposition of design matrices in ANOVA with balanced data ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects ⋮ Maximum-likelihood estimation of the parameters of a multivariate normal distribution

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