MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE COVARIANCE COMPONENTS FOR THE BALANCED ONE WAY LAYOUT.

Abstract

Multivariate maximum likelihood estimators are defined and derived for the p-variate balanced one way layout components of variance and covariance model. The solution involves generalized inverses and functions of matrices and does not take on inadmissible values as does the commonly used unbiased estimator. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1968
Accession Number
AD0679931

Entities

People

  • Jerome Klotz
  • Joseph Putter

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Covariance
  • Data Science
  • Estimators
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Maximum Likelihood Estimation
  • Measurement Transportation Algorithms
  • Optimal Estimators
  • Statistical Algorithms

Fields of Study

  • Mathematics

Readers

  • Integrated Circuit Design and Technology.
  • Statistical inference.