Positive definite maximum likelihood covariance estimators

DOI10.1016/0165-1765(85)90139-9zbMath1273.62283OpenAlexW1995127569WikidataQ126377609 ScholiaQ126377609MaRDI QIDQ375043

Daniel P. Schwallie

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90139-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Some Estimation Methods for a Random Coefficient Model
• Some Estimators for a Linear Model with Random Coefficients
• Linear Statistical Inference and its Applications
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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