MLE of jointly constrained mean-covariance of multivariate normal distributions (Q6102196): Difference between revisions
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scientific article; zbMATH DE number 7683110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MLE of jointly constrained mean-covariance of multivariate normal distributions |
scientific article; zbMATH DE number 7683110 |
Statements
MLE of jointly constrained mean-covariance of multivariate normal distributions (English)
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8 May 2023
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maximum likelihood estimation
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iterative methods
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Lagrange multiplier
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positive-definite matrices
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covariance matrix
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