Prefer a chat interface with context about you and your work?
Maximum likelihood estimates in the multivariate normal with patterned mean and covariance via the em algorithm
The maximum likelihood equations for a multivariate normal model with structured mean and structured covariance matrix may not have an explicit solution. In some cases the model's error term may be decomposed as the sum of two independent error terms, each having a patterned covariance matrix, such that if one …