An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality (Q806893): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q249517 |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Tapio Westerlund / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Dynamic system identification. Experiment design and data analysis / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3960954 / rank | |||
Normal rank | |||
Latest revision as of 17:46, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality |
scientific article |
Statements
An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality (English)
0 references
1991
0 references
