31
Views
11
CrossRef citations to date
0
Altmetric
Original Articles

Explicit maximum likelihood estimators for certain patterned covariance matrices

&
Pages 121-133 | Received 01 Apr 1976, Published online: 05 Jul 2007

References

  • Anderson , T. W . 1969 . “ Statistical inference for co-variance matrices with linear structure ” . In Multivariate Analysis II , Edited by: Krishnaiah , P. 55 – 66 . New York : Academic Press .
  • Anderson , T. W. 1970 . “ Estimation of covariance matrices which are linear combinations or whose inverses are linear combinations of given matrices ” . In Essays in Probability and Statistics , 1 – 24 . Chapel Hill : University of North Carolina Press .
  • Anderson , T. W. 1973 . Asymptotically efficient estimation of covariance matrices with linear structure . Ann. Statist. , 1 : 135 – 141 .
  • Anderson T. W. 1974 Personal communication
  • Greenberg , B. G. and Sarhan , A. E. 1959 . Matrix in-version its interest and application in analysis of data . J. Amer. Statist. Assoc. , 54 : 755 – 766 .
  • Jensen S. T. Covariance hypotheses which are linear in both the covariance and the inverse co-varianc Preprint No. 1 Inst. of Math. Statist., Univ. of Copenhagen Netherlands 1975
  • Mac Rae , E. C. 1974 . Matrix derivatives with an application to an adaptive linear decision problem . Ann. Statist. , 2 : 337 – 346 .
  • Rogers , G. S. and Young , D. L. 1974 . Testing and estimation when a normal covariance matrix has in-traclass structure of arbitrary order . Commun. Statist. , 3 : 343 – 359 .
  • Rogers , G. S. and Young , D. L. 1975 . Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures . Commun. Statist. , 4 : 537 – 554 .
  • Seeley , J. 1971 . Quadratic subspaces and completeness . Ann. Math. Statist. , 42 : 710 – 721 .
  • Srivastava , J. N. 1966 . On testing hypotheses regarding a class of covariance structures . Psychometrika , 31 : 147 – 164 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.