Statistical applications of Jordan algebras (Q1335295)
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scientific article; zbMATH DE number 646226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical applications of Jordan algebras |
scientific article; zbMATH DE number 646226 |
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Statistical applications of Jordan algebras (English)
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28 September 1994
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The technical problems considered in this monograph and solved by means of Jordan algebras are: random quadratic forms, maximum likelihood estimation of patterned covariance matrices, simplification of the EM algorithm, estimation in the presence of missing data, general linear mixed model. One of the four chapters is devoted to technical results on Jordan algebras, which are introduced here from real symmetric matrices.
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idempotents
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convex space
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Jordan algebras
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random quadratic forms
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maximum likelihood estimation of patterned covariance matrices
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simplification of the EM algorithm
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missing data
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general linear mixed model
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