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Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem - MaRDI portal

Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem (Q1172356)

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scientific article; zbMATH DE number 3789690
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English
Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem
scientific article; zbMATH DE number 3789690

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    Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem (English)
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    1982
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    patterned covariances
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    relative efficiency of maximum likelihood estimates
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    linear patterns
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    estimating covariance matrices
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    asymptotic variances
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    complete symmetry
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    circular symmetry
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    delta method
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    matrix derivatives
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    patterned correlations
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    patterned means
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