Maximum Likelihood Estimator for equicorrelation model
Posted by shadow10, at stats.stackexchange.com,
Consider the equicorrelation model for multivariate normal. Let $X_1, \dots, X_n\sim \mathbf{N_p(\mu, \Sigma)}$, where $\mathbf{…
The Multivariate Normal Distribution
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 The Bivariate Normal Distribution
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Altmetric BadgeChapter 3 Fundamental Properties and Sampling Distributions of the Multivariate Normal Distribution
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Altmetric BadgeChapter 4 Other Related Properties
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Altmetric BadgeChapter 5 Positively Dependent and Exchangeable Normal Variables
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Altmetric BadgeChapter 6 Order Statistics of Normal Variables
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Altmetric BadgeChapter 7 Related Inequalities
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Altmetric BadgeChapter 8 Statistical Computing Related to the Multivariate Normal Distribution
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Altmetric BadgeChapter 9 The Multivariate t Distribution