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Estimation of the entropy of a multivariate normal distribution

โœ Scribed by Neeraj Misra; Harshinder Singh; Eugene Demchuk


Book ID
108185405
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
294 KB
Volume
92
Category
Article
ISSN
0047-259X

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โœ Chuanhai Liu ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 136 KB

It is well known that the maximum likelihood estimates (MLEs) of a multivariate normal distribution from incomplete data with a monotone pattern have closed-form expressions and that the MLEs from incomplete data with a general missing-data pattern can be obtained using the Expectation-Maximization