Alternatives to the EM algorithm for ML estimation of location, scatter matrix, and degree of freedom of the Student t distribution

Marzieh Hasannasab, Johannes Hertrich, Friederike Laus, Gabriele Steidl. Alternatives to the EM algorithm for ML estimation of location, scatter matrix, and degree of freedom of the Student t distribution. Numerical Algorithms, 87(1):77-118, 2021. [doi]

Authors

Marzieh Hasannasab

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Johannes Hertrich

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Friederike Laus

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Gabriele Steidl

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