A Simplified Approach to the Maximum Likelihood Estimation of the Covariance Matrix

Authors
Smith, David W.
Citation
W. Smith, David, A Simplified Approach to the Maximum Likelihood Estimation of the Covariance Matrix, American statistician , 32(1), 1978, pp. 28-29
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
32
Issue
1
Year of publication
1978
Pages
28 - 29
Database
ACNP
SICI code
Abstract
A lemma is given which simplifies the derivation of maximum likelihood estimates of the covariance matrix in the multivariate normal case.