Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression (Q2665004)

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scientific article; zbMATH DE number 7429528
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Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
scientific article; zbMATH DE number 7429528

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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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