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Original Articles

Maximum likelihood equations for a correlated multivariate normal distribution

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Pages 441-444 | Received 22 Mar 1982, Published online: 09 Jul 2006

References

  • Freund , J. E. and Walpole , R. E. 1980 . Mathematical Statistics , 330 – 331 . Englewood Cliffs New Jersey : Prentice‐Hall Inc. .
  • Jenkins , G. M. and Watts , D. E. 1968 . Spectral Analysis and Its Applications , 67 – 68 . San Francisco : Holden‐Day .
  • DeGroat , M. H. 1975 . Probability and Statistics , 282 – 289 . Reading, Mass : Addison‐Wesley .
  • Hilderbrand , F. B. 1974 . Introduction to Numerical Analysis , 583 – 588 . New York : McGraw‐Hill .

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