A curious likelihood identity for the multivariate t-distribution-Reference-Cited by-同舟云学术

A curious likelihood identity for the multivariate t-distribution

Published:1994-01 Issue:2 Volume:23 Page:441-453
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Kent John T.,Tyler David E.,Vard Yahuda.

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610919408813180

Reference10 articles.

1. Arslan, O., Constable, P.D.L. and Kent, J.T. (1993). "Convergence behaviour of the EM algorithm for the multivariate t-distribution, " Research Report, University of Leeds

2. Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots

3. Maximum likelihood estimation for the wrapped Cauchy distribution

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