Estimation of proportional covariances

DOI10.1016/0167-7152(87)90078-2zbMath0628.62055OpenAlexW1984491486MaRDI QIDQ1093285

Søren Tolver Jensen, Søren Glud Johansen

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90078-2

zbMATH Keywords

exponential familiesconvexitymaximum likelihood estimatorexistence and uniquenessproportional covariance matricesnormally distributed random variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (5)

Estimation of proportional covariances in the presence of certain linear restrictions. ⋮ High-dimensional testing for proportional covariance matrices ⋮ Factor-based comparison ofkpopulations ⋮ Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations ⋮ \(M\)-functionals of multivariate scatter

Cites Work

• Proportionality of k covariance matrices
• Proportionaliy of covariance matrices
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