• DocumentCode
    3025469
  • Title

    Maximum likelihood theory for a class of independently, but nonidentically distributed observations

  • Author

    Fang-Kuo Sun ; Lee, Tae Sung

  • Author_Institution
    The Analytic Sciences Corporation, Reading, Massachusetts
  • fYear
    1979
  • fDate
    10-12 Jan. 1979
  • Firstpage
    737
  • Lastpage
    739
  • Abstract
    In this paper, maximum likelihood estimates of the mean and the covariance of a normal random variable, based on a set of independently, but nonidentically distributed observations, are discussed. An efficient algorithm for computing MLEs is introduced. The asymptotic properties such as strong consistency and asymptotic normality are examined.
  • Keywords
    Equations; Jacobian matrices; Maximum likelihood estimation; Sun; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1978.268023
  • Filename
    4046210
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3025469