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EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions.

Guo-Liang TianKai Wang NgMing Tan
Published in: Comput. Stat. Data Anal. (2008)
Keyphrases
  • normal distribution
  • computational complexity
  • random variables
  • maximum likelihood estimates
  • covariance matrix
  • image processing
  • image sequences
  • prior knowledge
  • probability distribution
  • regression model