Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances

zbMath0444.62056MaRDI QIDQ1144871

Ted H. Szatrowski

Publication date: 1978

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

covariance matrixaveragingmultivariate normal distributionlinear structuremean vectorexistence of explicit maximum likelihood estimatesexplitic solutionsiteration convergence

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items

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