Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models

DOI10.1214/aos/1176348124zbMath0761.62068OpenAlexW2086325273MaRDI QIDQ1175387

Richard L. Dykstra, James A. Calvin

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348124

zbMATH Keywords

maximum likelihood estimationspeed of convergencebalanced multivariate variance components modelsLöwner order restrictions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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