Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
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Publication:1144871
zbMath0444.62056MaRDI QIDQ1144871
Publication date: 1978
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
covariance matrixaveragingmultivariate normal distributionlinear structuremean vectorexistence of explicit maximum likelihood estimatesexplitic solutionsiteration convergence
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A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem ⋮ Correlated random effects regression analysis for a log-normally distributed variable ⋮ Free-coordinate estimation for doubly multivariate data
Cites Work
- Asymptotically efficient estimation of covariance matrices with linear structure
- Applications of products to the generalized compound symmetry problem
- Testing and Estimation for a Circular Stationary Model
- Testing Compound Symmetry in a Normal Multivariate Distribution
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Application of the theory of products of problems to certain patterned covariance matrices
