Maximum likelihood estimation in Gaussian models under total positivity (Q2313271)

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scientific article; zbMATH DE number 7082272
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    Maximum likelihood estimation in Gaussian models under total positivity
    scientific article; zbMATH DE number 7082272

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      Maximum likelihood estimation in Gaussian models under total positivity (English)
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      18 July 2019
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      \(\mathrm{MTP}_2\) distribution
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      attractive Gaussian Markov random field (GMRF)
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      nonfrustrated GRMF
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      Gaussian graphical model
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      inverse M-matrix
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      ultrametric
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