As has been noted by several authors, when a multivariate normal distribution with correlation matrix {ρij} has a correlation structure of the form ρij = αi αj (i ≠ j), where -1 ≤ αi ≤ + 1, its c.d.f.
Vol. 55, No. 3, Special Issue Dedicated to the Memory of P. C. Mahalanobis (Oct., 1993), pp. 506-515 (10 pages) Closed form expressions for the maximum likelihood estimates (MLE) of the parameters in ...
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