Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution

DOI10.1080/03610929308831181zbMath0800.62282OpenAlexW1982322009MaRDI QIDQ4275839

Shuangzhe Liu, Heinz Neudecker

Publication date: 31 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831181

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Fourth-order properties of normally distributed random matrices
• Moments of maximum likelihood estimators in the growth curve model
• Unnamed Item

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