Acceso abierto

Estimation methods for a linearly structured covariance matrix


Cite

Anderson, T. W., Olkin, I. (1985): Maximum-likelihood estimation of the parameters of a multivariate normal distribution. Linear Algebra and its Applications 70: 147-–171. Search in Google Scholar

Anderson T. W. (1973): Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure. The Annals of Statistics 1(1): 135–141. Search in Google Scholar

Filipiak, K., John, M., Markiewicz, A. (2020): Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models. In: Holgersson, T., Singull, M. (eds), Recent Developments in Multivariate and Random Matrix Analysis, 51—66. Springer International Publishing, Cham. Search in Google Scholar

Filipiak, K., Markiewicz, A., Mieldzioc, A., Sawikowska, A. (2018): On Projection of a Positive Definite Matrix on a Cone of Nonnegative Definite Toeplitz Matrices. The Electronic Journal of Linear Algebra 33: 74—82. Search in Google Scholar

Fuglede, B., Jensen, S. T. (2013). Positive projections of symmetric matrices and Jordan algebras. Expositiones Mathematicae 31(3): 295—303. Search in Google Scholar

Ledoit O., Wolf M. (2004): A well-conditioned estimator for large-dimensional covariance matrices. Journal of Multivariate Analysis 88(2): 365–411. Search in Google Scholar

Markiewicz A., Mieldzioc A. (2023): Improved estimation of linearly structured covariance matrices. Submitted. Search in Google Scholar

Mieldzioc A. (2022): Structure identification for a linearly structured covariance matrix. Biometrical Letters 59(2): 159–169. Search in Google Scholar

Ohlson M., von Rosen D. (2010): Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices. Journal of Multivariate Analysis 101: 1284—1295. Search in Google Scholar

Seely, J. (1971): Quadratic Subspaces and Completeness. The Annals of Mathematical Statistics 42(2): 710—721. Search in Google Scholar

Szatrowski, T.H. (1980): Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances. The Annals of Statistics 8(4): 802–810. Search in Google Scholar

eISSN:
2199-577X
Idioma:
Inglés
Calendario de la edición:
2 veces al año
Temas de la revista:
Life Sciences, Bioinformatics, other, Mathematics, Probability and Statistics, Applied Mathematics