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Relative performance of expected and observed fisher information in covariance estimation for maximum likelihood estimates

Xumeng Cao, James C. Spall. Relative performance of expected and observed fisher information in covariance estimation for maximum likelihood estimates. In American Control Conference, ACC 2012, Montreal, QC, Canada, June 27-29, 2012. pages 1871-1876, IEEE, 2012. [doi]

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