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

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

Ingram Olkin, T. W. Anderson

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

inequalities; missing observations; means; multivariate normal distribution; matrix transformations; covariances; rank constraint; maximum-likelihood estimators; econometric model; Matrix differentiation

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H12: Estimation in multivariate analysis

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