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Start Over Author "Szczepańska-Álvarez, Anna" Journal communications in statistics: theory & methods
1 results on '"Szczepańska-Álvarez, Anna"'

1. Estimation equations for multivariate linear models with Kronecker structured covariance matrices.

Author

Szczepańska-Álvarez, Anna, Hao, Chengcheng, Liang, Yuli, and Rosen, Dietrich von

Subjects
*COVARIANCE matrices, *ESTIMATION theory, *MULTIVARIATE analysis, *LINEAR statistical models, *MAXIMUM likelihood statistics
Abstract

The aim of the paper is to determine maximum-likelihood estimation equations. Observations follow a multivariate normal distribution,, where,anddescribe the unknown covariance structure between rows and columns of, respectively. Imposing restrictions onandfour types of covariance structures will be considered. [ABSTRACT FROM AUTHOR]

Published
2017
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