Improved estimation of the degree of freedom parameter of multivariate $t$-distribution.
Frédéric PascalEsa OllilaDaniel P. PalomarPublished in: EUSIPCO (2021)
Keyphrases
- maximum likelihood estimates
- single parameter
- probability distribution
- power law
- dependence structure
- parameter estimation
- regression model
- database
- density estimation
- density distribution
- mixed data
- estimation accuracy
- robust estimation
- probability density function
- parameter space
- estimation process
- closed form
- covariance matrix
- maximum likelihood estimator
- data distribution
- markov random field
- social networks