scholarly journals Maximum Likelihood Estimation of a Set of Covariance Matrices Under Lowner Order Restrictions with Applications to Balanced Multivariate Variance Components Models

1991 ◽  
Vol 19 (2) ◽  
pp. 850-869 ◽  
Author(s):  
James A. Calvin ◽  
Richard L. Dykstra
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Variance Components ◽  
Likelihood Estimation ◽  
Covariance Matrices ◽  
Order Restrictions

scholarly journals On estimation in multilevel models with block circular symmetric covariance structure

2012 ◽  
Vol 16 (1) ◽  
pp. 83-96
Author(s):  
Yuli Liang ◽  
Dietrich von Rosen ◽  
Tatjana von Rosen
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Parameter Space ◽  
Variance Components ◽  
Multilevel Model ◽  
Multilevel Models ◽  
Covariance Structure ◽  
Maximum Likelihood Estimators ◽  
Likelihood Estimation

In this article we consider a multilevel model with block circular symmetric covariance structure. Maximum likelihood estimation of the parameters of this model is discussed. We show that explicit maximum likelihood estimators of variance components exist under certain restrictions on the parameter space.

Sign in / Sign up

Export Citation Format

Share Document