The following pages link to (Q4885818):
Displaying 9 items.
- Estimating covariances of parameter estimates from different models (Q900071) (← links)
- Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences (Q920525) (← links)
- Maximum likelihood estimation of structured persymmetric covariance matrices (Q947372) (← links)
- Point estimation for multi-spectral distributed random matrices (Q1017617) (← links)
- Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus (Q1300880) (← links)
- Estimation of parameters for normally distributed random matrices (Q1338493) (← links)
- Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression (Q2665004) (← links)
- Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (Q2862389) (← links)
- Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness (Q3709658) (← links)
