A generalization of the Wishart distribution

DOI10.1016/0167-7152(94)00149-3zbMath0830.62051OpenAlexW1965069637MaRDI QIDQ1897096

Ming-Tien Tsai

Publication date: 17 September 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00149-3

zbMATH Keywords

restricted maximum likelihood estimatorLöwner ordering

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

An appraisal of some aspects of statistical inference under inequality constraints

Cites Work

• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
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