A note on maximum likelihood estimation for covariance reducing models

DOI10.1016/j.spl.2012.05.006zbMath1336.62132OpenAlexW2091906985MaRDI QIDQ452866

James R. Schott

Publication date: 18 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.006

zbMATH Keywords

Wishart distributioneigenanalysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Uses Software

• LDR

Cites Work

• Covariance reducing models: An alternative to spectral modelling of covariance matrices
• Unnamed Item

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