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ABSTRACT The aim of the paper is to determine maximum-likelihood estimation equations. Observations follow a multivariate normal distribution, , where , and describe the unknown covariance structure between rows and… Click to show full abstract
ABSTRACT The aim of the paper is to determine maximum-likelihood estimation equations. Observations follow a multivariate normal distribution, , where , and describe the unknown covariance structure between rows and columns of , respectively. Imposing restrictions on and four types of covariance structures will be considered.
Keywords:
equations multivariate;
multivariate linear;
models kronecker;
estimation equations;
linear models;
covariance
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!