A Simplified Approach to the Maximum Likelihood Estimation of the Covariance Matrix
- 1 February 1978
- journal article
- Published by Taylor & Francis in The American Statistician
- Vol. 32 (1) , 28-29
- https://doi.org/10.1080/00031305.1978.10479240
Abstract
A lemma is given which simplifies the derivation of maximum likelihood estimates of the covariance matrix in the multivariate normal case.Keywords
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