Strydom, Hendrina FredrikaCrowther, N.A.S. (Nicolaas Andries Sadie), 1944-2014-10-022014-10-022013-04Strydom, HF & Crowther, NAS 2013, 'Maximum likehood estimation of parameter structures for the Wishart distribution using constraints', Journal of Statistical Planning and Inference, vol 143, no. 4, pp. 783-794.0378-3758 (print)1873-1171 (online)10.1016/j.jspi.2012.10.003http://hdl.handle.net/2263/42204Maximum 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.en© 2012 Elsevier B.V. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Journal of Statistical Planning and Inference Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Statistical Planning and Inference, vol. 143, no. 4, pp. 783-794. 2013. doi : 10.1016/j.jspi.2012.10.003.Maximum likelihood estimation under constraintsWishart distributionPatterned covariance matricesCovariance matrix with zerosHomogeneity of covariance matricesPostprint Article