MLE of Jointly Constrained Mean-Covariance of Multivariate Normal Distributions Academic Article

authors

• Pourahmadi, Mohsen

published proceedings

• SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS

altmetric score

• 0.5

author list (cited authors)

• Kundu, A., & Pourahmadi, M.

citation count

• 1

complete list of authors

• Kundu, Anupam||Pourahmadi, Mohsen

publication date

• May 2023

publisher

• Springer Nature  Publisher

keywords

• Covariance Matrix
• Iterative Methods
• LAGRANGE MULTIPLIER
• Maximum Likelihood Estimation
• Positive-definite Matrices

Digital Object Identifier (DOI)

• 10.1007/s13571-022-00296-z

start page

• 1

end page

• 32

volume

• 85

issue

• 1

URL

• http://dx.doi.org/10.1007/s13571-022-00296-z