کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148768 957850 2013 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints
چکیده انگلیسی

Maximum likelihood estimation under constraints for estimation in the Wishart class of distributions, is considered. It provides a unified approach to estimation in a variety of problems concerning covariance matrices. Virtually all covariance structures can be translated to constraints on the covariances. This includes covariance matrices with given structure such as linearly patterned covariance matrices, covariance matrices with zeros, independent covariance matrices and structurally dependent covariance matrices. The methodology followed in this paper provides a useful and simple approach to directly obtain the exact maximum likelihood estimates. These maximum likelihood estimates are obtained via an estimation procedure for the exponential class using constraints.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 4, April 2013, Pages 783–794
نویسندگان
, ,