Multivariate normal estimation: the case (n < p)

DOI10.1080/03610926.2017.1316405zbMath1462.62328OpenAlexW2606980147MaRDI QIDQ4639101

Nico Crowther, Nina Strydom

Publication date: 2 May 2018

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

Full work available at URL: http://hdl.handle.net/2263/62917

zbMATH Keywords

seemingly unrelated regressionproportional covariance matricesmaximum likelihood estimation under constraintslinear growth in covariance matricesobservations less than parametersproportional growth in covariance matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Cites Work

• Proportionality of k covariance matrices
• Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Multivariate normal estimation: the case (n < p)