Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (Q2862389)
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scientific article; zbMATH DE number 6227382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> |
scientific article; zbMATH DE number 6227382 |
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Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (English)
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15 November 2013
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linearly structured correlation matrix
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maximum likelihood estimate of a vector parameter
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vec operator
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matrix and vector norms
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Jacobian matrix
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convergence of an iterative scheme
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Toeplitz matrix
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