Multilevel maximum likelihood estimation with application to covariance matrices (Q5078290)
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scientific article; zbMATH DE number 7530633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel maximum likelihood estimation with application to covariance matrices |
scientific article; zbMATH DE number 7530633 |
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Multilevel maximum likelihood estimation with application to covariance matrices (English)
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23 May 2022
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Fisher information
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high dimension
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hierarchical maximum likelihood
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nested parameter spaces
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spectral diagonal covariance model
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sparse inverse covariance model
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