scientific article; zbMATH DE number 3631783
From MaRDI portal
Publication:4192817
zbMath0406.62033MaRDI QIDQ4192817
George P. H. Styan, Monique Andree Giguere
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ExpectationsMultivariate Normal DistributionWishart MatrixMaximum Likelihood EstimatorsMissing DataSecond Central Moments
Related Items (7)
On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution ⋮ Finite-sample inference with monotone incomplete multivariate normal data. I. ⋮ Fourth-order properties of normally distributed random matrices ⋮ Finite-sample inference with monotone incomplete multivariate normal data. II ⋮ The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions ⋮ A result on hypothesis testing for a multivariate normal distribution when some observations are missing ⋮ Maximum-likelihood estimation of the parameters of a multivariate normal distribution
This page was built for publication: