Pages that link to "Item:Q722606"

The following pages link to On the maximum likelihood estimation of a covariance matrix (Q722606):

Displaying 11 items.

• A note on maximum likelihood estimation for covariance reducing models (Q452866) (← links)
• Estimation of a normal covariance matrix with incomplete data under Stein's loss (Q1347085) (← links)
• A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
• Jensen's inequality connected with a double random good (Q2082293) (← links)
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
• Maximum likelihood degree of the two-dimensional linear Gaussian covariance model (Q2659089) (← links)
• On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices (Q3810694) (← links)
• Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis (Q4567600) (← links)
• (Q4885818) (← links)
• Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence (Q5949980) (← links)
• Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)