Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances

DOI10.1214/aos/1176345072zbMath0507.62050OpenAlexW2003746747MaRDI QIDQ5917287

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345072

zbMATH Keywords

convergence explicit solutions necessary and sufficient conditions averaging analysis of variance mixed model circular symmetry patterned covariance matrices complete symmetry compound symmetry existence of explicit maximum likelihood estimates patterned means convergence of iterative procedure

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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