The matrix-logarithmic covariance model

Journal of the American Statistical Association

Volumn 91, Issue 433, 1996, Pages 198-210

  Chiu, Tom Y M ^a   Leonard, Tom ^b   Tsui, Kam Wah ^b  

^a SPSS Inc   (United States)

^b University of Wisconsin Madison   (United States)

Author keywords

Covariance matrix; Golden Thompson inequality; Matrix exponential transformation; Maximum likelihood estimation; Volterra integral equation

Indexed keywords

EID: 0037924459     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1996.10476677     Document Type: Article

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