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NOTE ON THE NON-EXISTENCE OF A MAXIMUM LIKELIHOOD ESTIMATE1

โœ Scribed by Konijn, H. S.


Book ID
115208837
Publisher
Wiley (Blackwell Publishing)
Year
1963
Tongue
English
Weight
155 KB
Volume
5
Category
Article
ISSN
0004-9581

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โœ N. Le; L. Sun; J.V. Zidek ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 221 KB

We show that a non-identifiability problem can occur when one attempts to estimate the degrees of freedom and the unstructured covariance matrix simultaneously in a Gaussian-inverted Wishart model, using the maximum likelihood approach. However, the EM algorithm may falsely converge to give finite e