A note on maximizing a special concave function subject to simultaneous Loewner order constraints

DOI10.1016/0024-3795(92)90208-RzbMath0764.62052MaRDI QIDQ1200566

Richard L. Dykstra, James A. Calvin

Publication date: 16 January 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmmaximum likelihoodWishart distributionreparametrizationLoewner orderingmaximization of a concave function

Mathematics Subject Classification ID

Multivariate analysis (62H99) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

Related Items

One-sided test of a covariance matrix with a known null value

Cites Work

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