EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions

Computational Statistics and Data Analysis

Volumn 52, Issue 10, 2008, Pages 4768-4778

  Tian, Guo Liang ^a   Ng, Kai Wang ^b   Tan, Ming ^a  

^a UNIVERSITY OF MARYLAND GREENEBAUM CANCER CENTER   (United States)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONSTRAINED OPTIMIZATION; COVARIANCE MATRIX; INVERSE PROBLEMS; MULTIVARIABLE CONTROL SYSTEMS; PROBLEM SOLVING;

CONSTRAINED PARAMETERS; MULTIVARIATE NORMAL DISTRIBUTIONS; PENALIZED ESTIMATION;

NORMAL DISTRIBUTION;

EID: 44349158963     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.03.022     Document Type: Article

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