Maximum likelihood estimation in Gaussian models under total positivity
© 2019 Institute of Mathematical Statistics. We analyze the problem of maximum likelihood estimation for Gaussian distributions that are multivariate totally positive of order two (MTP2). By exploiting connections to phylogenetics and single-linkage clustering, we give a simple proof that the maximu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2021
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| Online Access: | https://hdl.handle.net/1721.1/134422 |