An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality
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Publication:806893
DOI10.1016/0005-1098(91)90095-JzbMath0729.62516MaRDI QIDQ806893
Seppo Karrila, Tapio Westerlund
Publication date: 1991
Published in: Automatica (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
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