Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints

DOI10.1016/J.JSPI.2012.10.003zbMath1428.62069OpenAlexW2038723318MaRDI QIDQ1931367

H. F. Strydom, N. A. S. Crowther

Publication date: 25 January 2013

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.10.003

zbMATH Keywords

Wishart distributionpatterned covariance matriceshomogeneity of covariance matricescovariance matrix with zerosmaximum likelihood estimation under constraints

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Characterization and structure theory of statistical distributions (62E10)

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