An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality (Q806893): Difference between revisions
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Property / author: Tapio Westerlund / rank | |||
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Property / cites work: Dynamic system identification. Experiment design and data analysis / rank | |||
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Latest revision as of 17:46, 21 June 2024
scientific article
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English | An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality |
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An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality (English)
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1991
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