Rational maximum likelihood estimators of Kronecker covariance matrices

DOI10.2140/astat.2024.15.145MaRDI QIDQ6643194

Alexandros Grosdos, Andrew McCormack, Mathias Drton

Publication date: 26 November 2024

Published in: Algebraic Statistics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationGaussian distributionmaximum likelihood degreematrix normal modelKronecker covariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Algebraic statistics (62R01)

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