Pages that link to "Item:Q1071428"

The following pages link to Maximum-likelihood estimation of the parameters of a multivariate normal distribution (Q1071428):

Displaying 50 items.

• Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample (Q458650) (← links)
• An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples (Q618149) (← links)
• Finite-sample inference with monotone incomplete multivariate normal data. I. (Q842908) (← links)
• Finite-sample inference with monotone incomplete multivariate normal data. II (Q847416) (← links)
• The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
• Covariance chains (Q882884) (← links)
• Asymptotic properties of a correlation matrix under a two-step monotone incomplete sample (Q896838) (← links)
• Extensions of \(tr[(A^{-1}-B^{-1})(A-B)]\leq 0\) for covariance matrices A, B (Q909751) (← links)
• Errors in discrimination with monotone missing data from multivariate normal populations (Q959348) (← links)
• Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data (Q988092) (← links)
• Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
• Estimating parameters in extended growth curve models with special covariance structures (Q1022007) (← links)
• On the use of the directional derivative in obtaining multivariate extreme values (Q1060514) (← links)
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance (Q1094787) (← links)
• A note on maximizing a special concave function subject to simultaneous Loewner order constraints (Q1200566) (← links)
• Maximum likelihood estimators in multivariate linear normal models (Q1262656) (← links)
• Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus (Q1300880) (← links)
• On a problem of Andersson and Perlman (Q1324575) (← links)
• Testing variability in multivariate quality control: a conditional entropy measure approach (Q1358831) (← links)
• The maximum likelihood estimators in a multivariate normal distribution with \(AR(1)\) covariance structure for monotone data (Q1359394) (← links)
• Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data (Q1627568) (← links)
• Differentiating the pseudo determinant (Q1748089) (← links)
• Estimation of parameters in a system of stochastic differential equations from discrete observations (Q1975809) (← links)
• Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample (Q2015067) (← links)
• Multivariate normality test based on kurtosis with two-step monotone missing data (Q2062776) (← links)
• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample (Q2272485) (← links)
• On the asymptotic distribution of \(T^2\)-type statistic with two-step monotone missing data (Q2321831) (← links)
• Statistical inference for location and scale of elliptically contoured models with monotone missing data (Q2495829) (← links)
• Estimation of the covariance matrix with two-step monotone missing data (Q2811403) (← links)
• ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case (Q3033138) (← links)
• The growth curve model: a review (Q3135506) (← links)
• Maximum likelihood estimation for multivariate normal distribution with monotone sample (Q3135565) (← links)
• (Q3339957) (← links)
• Identifying graph clusters using variational inference and links to covariance parametrization (Q3559953) (← links)
• Testing Equality of Mean Vectors in Two Sample Problem with Missing Data (Q3577174) (← links)
• Asymptotic Expansion of the Distribution of the Studentized Linear Discriminant Function Based on Two-Step Monotone Missing Samples (Q3590012) (← links)
• (Q3802456) (← links)
• (Q3821418) (← links)
• An elicitation method for multivariate normal distributions (Q3842920) (← links)
• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data (Q4240884) (← links)
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix (Q4506036) (← links)
• (Q4637074) (← links)
• Multivariate normal estimation: the case <i>(<i>n</i> &lt; <i>p</i>)</i> (Q4639101) (← links)
• (Q4717482) (← links)
• Maximum-likelihood estimation of the parameters of a four-parameter class of probability distributions (Q4725490) (← links)
• A note on the maximum likelihood estimators for multivariate normal distribution with monotone data (Q4883454) (← links)
• Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s <i>T</i>²-statistic (Q4970828) (← links)
• Asymptotic power comparison of <i>T</i>²-type test and likelihood ratio test for a mean vector based on two-step monotone missing data (Q5077497) (← links)
• (Q5129443) (← links)
• Nonintrusive approximation of parametrized limits of matrix power algorithms – application to matrix inverses and log-determinants (Q5226427) (← links)