MLE of jointly constrained mean-covariance of multivariate normal distributions (Q6102196): Difference between revisions

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+Maximum-Likelihood Estimation of Parameters Subject to Restraints
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+Perturbation Bounds for Matrix Eigenvalues
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+Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
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+Estimation of a covariance matrix with zeros
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+Defining the curvature of a statistical problem (with applications to second order efficiency)
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+Algorithm AS 136: A K-Means Clustering Algorithm
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+Theoretical Statistics
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+A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
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+Q4219536
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+Nonlinear Perron–Frobenius Theory
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+Q4854029
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+An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
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+An elliptically symmetric angular Gaussian distribution
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+Linear Statistical Inference and its Applications
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+Q4687033
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+Normal rank
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+Maximum Likelihood Estimation for Linear Gaussian Covariance Models
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@@ Property / DOI @@
+.1007/S13571-022-00296-Z
@@ Property / DOI: 10.1007/S13571-022-00296-Z / rank @@
+Normal rank