A maximum likelihood algorithm for the mean and covariance of nonidentically distributed observations (Q3924084)

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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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