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Alternatives to the EM algorithm for ML estimation of location,scatter matrix,and degree of freedom of the Student t distribution |
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| Authors: | Hasannasab Marzieh Hertrich Johannes Laus Friederike Steidl Gabriele |
| Affiliation: | 1.Institute of Mathematics, Technische Universit?t Berlin, Stra?e des 17. Juni 136, 10623, Berlin, Germany ;2.Technische Universit?t Kaiserslautern, Paul-Ehrlich-Str. 31, 67663, Kaiserslautern, Germany ; |
| Abstract: | Numerical Algorithms - In this paper, we consider maximum likelihood estimations of the degree of freedom parameter ν, the location parameter μ and the scatter matrix Σ of the... |
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