Maximum-likelihood estimation of the parameters of a multivariate normal distribution

DOI10.1016/0024-3795(85)90049-7zbMath0586.62074OpenAlexW2003898356MaRDI QIDQ1071428

T. W. Anderson, Ingram Olkin

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90049-7

zbMATH Keywords

inequalitiesmissing observationsmeansmultivariate normal distributionmatrix transformationscovariancesrank constraintmaximum-likelihood estimatorseconometric modelMatrix differentiation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12)

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Cites Work

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