Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness (Q3709658)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness |
scientific article |
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Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness (English)
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1985
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EM algorithm
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Maximum likelihood estimation
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covariance matrix
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positive semi-definiteness
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local optimality
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mean and covariance matrix estimates
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scoring
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Newton's iterations
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optimality condition equations
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convergence performance
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