Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression (Q2665004)
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English | Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression |
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Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression (English)
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18 November 2021
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EM algorithm
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Gaussian mixture model
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Hessian matrix
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sandwich estimator
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score vector
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