ON THE EXISTENCE OF POSITIVE-DEFINITE MAXIMUM-LIKELIHOOD ESTIMATES OF STRUCTURED COVARIANCE MATRICES

被引:26
作者
FUHRMANN, DR
MILLER, MI
机构
关键词
D O I
10.1109/18.9771
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:722 / 729
页数:8
相关论文
共 13 条
[1]  
ANDERSON TW, 1970, ESSAYS PROBABILITY S, P1
[2]   ESTIMATION OF STRUCTURED COVARIANCE MATRICES [J].
BURG, JP ;
LUENBERGER, DG ;
WENGER, DL .
PROCEEDINGS OF THE IEEE, 1982, 70 (09) :963-974
[3]  
DEMBO A, EMBEDDING NONNEGATIV
[4]   MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].
DEMPSTER, AP ;
LAIRD, NM ;
RUBIN, DB .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38
[5]  
FUHRMANN D, 1984, THESIS PRINCETON U P
[6]   NONPARAMETRIC MAXIMUM-LIKELIHOOD ESTIMATION BY THE METHOD OF SIEVES [J].
GEMAN, S ;
HWANG, CR .
ANNALS OF STATISTICS, 1982, 10 (02) :401-414
[7]  
GOOD IJ, 1971, BIOMETRIKA, V58, P255, DOI 10.2307/2334515
[8]  
GRAY R, 65041 STANF U INF SY
[9]  
Grenander U., 1984, CALIFORNIA MONOGRAPH, V2nd
[10]  
Grenander U., 1981, ABSTRACT INFERENCE