Explicit maximum likelihood estimators for certain patterned covariance matrices

DOI10.1080/03610927708827477zbMath0352.62028OpenAlexW1967698537MaRDI QIDQ4122630

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Publication date: 1977

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927708827477

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (7)

Principal fitted components for dimension reduction in regression ⋮ Correlated random effects regression analysis for a log-normally distributed variable ⋮ Estimation of a multivariate normal covariance matrix under a certain structure ⋮ ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case ⋮ Maximum likelihood analysis of the mixed model: the balanced case ⋮ Construction, properties and statistical applications of positive definite intraclass matrix ⋮ Maximum likelihood estimation of the linearly structured correlation matrix by aJacobi-type iterative scheme

Cites Work

• Asymptotically efficient estimation of covariance matrices with linear structure
• Matrix derivatives with an application to an adaptive linear decision problem
• On testing hypotheses regarding a class of covariance structures
• Matrix Inversion, Its Interest and Application in Analysis of Data
• Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures
• Testing and estimation when a normal covariance matrix has intraclass structure of arbitrary order
• Quadratic Subspaces and Completeness

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