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On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices

โœ Scribed by Fuhrmann, D.R.; Miller, M.I.


Book ID
114542097
Publisher
IEEE
Year
1988
Tongue
English
Weight
705 KB
Volume
34
Category
Article
ISSN
0018-9448

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The closed-form maximum likelihood estimators for the completely balanced multivariate one-way random effect model are obtained by Anderson et al. (Ann. Statist. 14 (1986) 405). It remains open whether there exist the closed-form maximum likelihood estimators for the more general completely balanced