On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices
- 1 July 1988
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 34 (4) , 722-729
- https://doi.org/10.1109/18.9771
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- The role of likelihood and entropy in incomplete-data problems: Applications to estimating point-process intensities and toeplitz constrained covariancesProceedings of the IEEE, 1987
- An Alternating Maximization Of The Entropy/Likelihood Function For Image Reconstruction And Spectrum EstimationPublished by SPIE-Intl Soc Optical Eng ,1986
- Nonparametric Maximum Likelihood Estimation by the Method of SievesThe Annals of Statistics, 1982
- Estimation of structured covariance matricesProceedings of the IEEE, 1982
- Nonparametric Roughness Penalties for Probability DensitiesBiometrika, 1971
- Toeplitz Forms and Their ApplicationsPublished by University of California Press ,1958