A maximum likelihood algorithm for the mean and covariance of nonidentically distributed observations (Q3924084)
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English | A maximum likelihood algorithm for the mean and covariance of nonidentically distributed observations |
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A maximum likelihood algorithm for the mean and covariance of nonidentically distributed observations (English)
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1982
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maximum likelihood algorithm
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nonidentically distributed observations
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iterative procedure
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maximum likelihood estimates
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mean
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covariance
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normal random vector
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