ML estimation of the multivariate \(t\) distribution and the EM algorithm (Q1375112)

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scientific article; zbMATH DE number 1100510
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ML estimation of the multivariate \(t\) distribution and the EM algorithm
scientific article; zbMATH DE number 1100510

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    ML estimation of the multivariate \(t\) distribution and the EM algorithm (English)
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    5 April 1998
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    ECM
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    incomplete data
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    Newton-Raphson
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    EM algorithm
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    ECME algorithm
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    t distribution
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