MLE of jointly constrained mean-covariance of multivariate normal distributions (Q6102196)
From MaRDI portal
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)
0 references
8 May 2023
0 references
maximum likelihood estimation
0 references
iterative methods
0 references
Lagrange multiplier
0 references
positive-definite matrices
0 references
covariance matrix
0 references
