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Estimation of proportional covariances in the presence of certain linear restrictions. - MaRDI portal

Estimation of proportional covariances in the presence of certain linear restrictions. (Q1884611)

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scientific article; zbMATH DE number 2113756
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English
Estimation of proportional covariances in the presence of certain linear restrictions.
scientific article; zbMATH DE number 2113756

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    Estimation of proportional covariances in the presence of certain linear restrictions. (English)
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    5 November 2004
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    proportional covariances
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    maximum likelihood estimation
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    profile likelihood function
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    natural exponential families
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    convexity
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    Jordan algebra
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