An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality

Seppo Karrila, Tapio Westerlund. An elementary derivation of the maximum likelihood estimator of the covariance matrix, and an illustrative determinant inequality. Automatica, 27(2):425-426, 1991. [doi]

Authors

Seppo Karrila

This author has not been identified. Look up 'Seppo Karrila' in Google

Tapio Westerlund

This author has not been identified. Look up 'Tapio Westerlund' in Google