YANG Weiquan, XIA Yingcun. THE MLE OF PARAMETERS FOR A CLASS OF MATRIX ELLIPTICALLY CONTOU RED DISTRIBUTIONS IN INCOMPLETE DATA[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 409-414.
Citation:
YANG Weiquan, XIA Yingcun. THE MLE OF PARAMETERS FOR A CLASS OF MATRIX ELLIPTICALLY CONTOU RED DISTRIBUTIONS IN INCOMPLETE DATA[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 409-414.
YANG Weiquan, XIA Yingcun. THE MLE OF PARAMETERS FOR A CLASS OF MATRIX ELLIPTICALLY CONTOU RED DISTRIBUTIONS IN INCOMPLETE DATA[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 409-414.
Citation:
YANG Weiquan, XIA Yingcun. THE MLE OF PARAMETERS FOR A CLASS OF MATRIX ELLIPTICALLY CONTOU RED DISTRIBUTIONS IN INCOMPLETE DATA[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 409-414.
THE MLE OF PARAMETERS FOR A CLASS OF MATRIX ELLIPTICALLY CONTOU RED DISTRIBUTIONS IN INCOMPLETE DATA
The estimation of parameters for a class of matrix elliptically contoured distributions in incomplete data is discussed. We present an iterative algorithm, establish three lemmas, and prove that the algorithm converges with probability 1, and its limit point is the maximum likelihood estimators （MLE） of parameters in incomplete data.
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