Minimisation of functions of a positive semidefinite matrix A subject to AX=0

DOI10.1016/0047-259X(78)90079-9zbMath0403.62042MaRDI QIDQ1256277

George A. F. Seber, Bruce D. Calvert

Publication date: 1978

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Maximum Likelihood EstimationFunctions of Positive Semidefinite MatricesHilbert Space ProjectionsMinimisationMultivariate AnalysisVariance-Covariance Matrix

Mathematics Subject Classification ID

Multivariate analysis (62H99) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Related Items (3)

A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0 ⋮ Maximum-likelihood estimation of the parameters of a multivariate normal distribution ⋮ On the use of differentials in statistics

Cites Work

• Some Applications of Matrix Derivatives in Multivariate Analysis
• Convex Analysis
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