Maximum-likelihood estimation of the parameters of a multivariate normal distribution
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Publication:1071428
DOI10.1016/0024-3795(85)90049-7zbMath0586.62074MaRDI QIDQ1071428
Publication date: 1985
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(85)90049-7
inequalities; missing observations; means; multivariate normal distribution; matrix transformations; covariances; rank constraint; maximum-likelihood estimators; econometric model; Matrix differentiation
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