scientific article; zbMATH DE number 910669
From MaRDI portal
Publication:4885818
zbMATH Open0856.93090MaRDI QIDQ4885818FDOQ4885818
Authors: Tapio Westerlund, Seppo Karrila, Anders Brink, P. M. Mäkilä 
Publication date: 29 August 1996
Title of this publication is not available (Why is that?)
Recommendations
- On the maximum likelihood estimation of a covariance matrix
- The empirical likelihood method applied to covariance matrix estimation
- Methods of \(L_ 1\) estimation of a covariance matrix
- Maximum likelihood estimation for linear Gaussian covariance models
- Estimating covariance matrices
- Multilevel maximum likelihood estimation with application to covariance matrices
- Computationally efficient maximum likelihood estimation of structured covariance matrices
- Estimating the covariance matrix: A new approach
Estimation and detection in stochastic control theory (93E10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Cited In (9)
- On local maxima of the likelihood function for Toeplitz matrix estimation
- Point estimation for multi-spectral distributed random matrices
- Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme
- Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
- Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences
- Estimating covariances of parameter estimates from different models
- Maximum likelihood estimation of structured persymmetric covariance matrices
- Estimation of parameters for normally distributed random matrices
- Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4885818)
