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]
@article{TianNT08,
title = {EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions},
author = {Guo-Liang Tian and Kai Wang Ng and Ming Tan},
year = {2008},
doi = {10.1016/j.csda.2008.03.022},
url = {http://dx.doi.org/10.1016/j.csda.2008.03.022},
researchr = {https://researchr.org/publication/TianNT08},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {52},
number = {10},
pages = {4768-4778},
}