Strydom, Hendrina FredrikaCrowther, N.A.S. (Nicolaas Andries Sadie), 1944-2012-03-152012-03-152012Strydom, HF & Crowther, NAS 2012, 'Maximum likelihood estimation for multivariate normal samples : theory and methods', South African Statistical Journal, vol. 46, no. 1, pp. 115-153.0038-271Xhttp://hdl.handle.net/2263/18445Maximum 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.enSouth African Statistical AssociationBehrens-FisherCanonical statisticMaximum likelihood (ML) estimationMultivariate normal samplesParameter structuresProportional covariance matricesToeplitz correlation structureExponential families (Statistics)Toeplitz matricesArticle