Maximum likelihood estimation of covariance matrices under simple tree ordering

DOI10.1016/S0047-259X(03)00094-0zbMath1047.62054MaRDI QIDQ1877007

Ming-Tien Tsai

Publication date: 16 August 2004

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

zbMATH Keywords

Differential formsLog concavity for matrix functionsWishart density functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Related Items

Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions ⋮ Estimation of Wishart mean matrices under simple tree ordering ⋮ Union-intersection principle and constrained statistical inference ⋮ Modifying estimators of ordered positive parameters under the Stein loss

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