dc.contributor.author |
Strydom, Hendrina Fredrika
|
|
dc.contributor.author |
Crowther, N.A.S. (Nicolaas Andries Sadie), 1944-
|
|
dc.date.accessioned |
2012-03-15T06:34:09Z |
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dc.date.available |
2012-03-15T06:34:09Z |
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dc.date.issued |
2012 |
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dc.description.abstract |
Maximum likelihood estimation of parameter structures in the
case of multivariate normal samples is considered. The procedure provides
a new statistical methodology for maximum likelihood estimation which does
not require derivation and solution of the likelihood equations. It is a flexible
procedure for the analysis of specific structures in mean vectors and covariance
matrices – including the case where the sample size is small relative to the
dimension of the observations. Special cases include different variations of
the Behrens-Fisher problem, proportional covariancematrices and proportional
mean vectors. Specific structures are illustrated with real data examples. |
en |
dc.description.librarian |
nf2012 |
en |
dc.description.uri |
http://www.sastat.org.za/journal.htm |
en_US |
dc.identifier.citation |
Strydom, HF & Crowther, NAS 2012, 'Maximum likelihood estimation for multivariate normal samples : theory and methods', South African Statistical Journal, vol. 46, no. 1, pp. 115-153. |
en |
dc.identifier.issn |
0038-271X |
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dc.identifier.uri |
http://hdl.handle.net/2263/18445 |
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dc.language.iso |
en |
en_US |
dc.publisher |
South African Statistical Association |
en_US |
dc.rights |
South African Statistical Association |
en |
dc.subject |
Behrens-Fisher |
en |
dc.subject |
Canonical statistic |
en |
dc.subject |
Maximum likelihood (ML) estimation |
en |
dc.subject |
Multivariate normal samples |
en |
dc.subject |
Parameter structures |
en |
dc.subject |
Proportional covariance matrices |
en |
dc.subject |
Toeplitz correlation structure |
en |
dc.subject.lcsh |
Exponential families (Statistics) |
en |
dc.subject.lcsh |
Toeplitz matrices |
en |
dc.title |
Maximum likelihood estimation for multivariate normal samples : theory and methods |
en |
dc.type |
Article |
en |