EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions

Guo-Liang Tian, Kai Wang Ng, Ming Tan. EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions. Computational Statistics & Data Analysis, 52(10):4768-4778, 2008. [doi]

Abstract

Abstract is missing.