Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem

zbMath0501.62042MaRDI QIDQ1172356

Ted H. Szatrowski

Publication date: 1982

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

zbMATH Keywords

delta methodasymptotic varianceslinear patternscircular symmetrymatrix derivativescomplete symmetrypatterned meansestimating covariance matricespatterned correlationspatterned covariancesrelative efficiency of maximum likelihood estimates

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items

Missing data in the k-population multivariate normal patterned mean and covariance matrix testing and estimation problem, Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application, Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix, Maximum-likelihood estimation of the parameters of a multivariate normal distribution

Cites Work

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