o******6
发帖数: 538 | 1 ☆─────────────────────────────────────☆
qian091 (november) 于 (Wed Mar 5 12:09:13 2008) 提到:
请教：已知error属于multivariate t distribution,covariance matrix 的MLE是什么
形式？和normal下的（n-1)/n * sample covariace matrix不同吧。
thanks!!
☆─────────────────────────────────────☆
jesonchang (jesonchang) 于 (Wed Mar 5 21:09:07 2008) 提到:
t is actually a scaled mixture normal. It seems that there is no closed form
solution for MLE, but EM algorithm should work definitely.
☆─────────────────────────────────────☆ |
|
