Estimation of proportional covariances
type: Item
instance of: scholarly article
title: Estimation of proportional covariances
zbMATH Open document ID: 0628.62055
DOI: 10.1016/0167-7152(87)90078-2
author: Søren Tolver Jensen
author: Søren Johansen
published in: Statistics \& Probability Letters
publication date: 1987-01-01T00:00:00Z
review text: In the model for proportional covariance matrices of p-dimensional normally distributed random variables, the existence and uniqueness of the maximum likelihood estimator is established using convexity results.
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 4022395
zbMATH Keywords: exponential families
zbMATH Keywords: proportional covariance matrices
zbMATH Keywords: normally distributed random variables
zbMATH Keywords: existence and uniqueness
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: convexity
MaRDI profile type: Publication
full work available at URL: 0167-7152(87)90078-2
OpenAlex ID: W1984491486
cites work: Q4167890
cites work: Q4065742
cites work: Proportionaliy of covariance matrices
cites work: Proportionality of k covariance matrices
cites work: Q3730826
description: scientific article; zbMATH DE number 4022395