Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus (Q1300880)
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scientific article; zbMATH DE number 1331344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus |
scientific article; zbMATH DE number 1331344 |
Statements
Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus (English)
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2 April 2000
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I-projection
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marginal independence
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covariance matrix
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minimum distance estimation
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Kullback-Leibler distance
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maximum likelihood estimation
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