Maximum likelihood estimation in Gaussian models under total positivity

Maximum likelihood estimation in Gaussian models under total positivity

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© 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...

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Bibliographic Details
Main Authors:	Lauritzen, Steffen, Uhler, Caroline, Zwiernik, Piotr
Format:	Article
Language:	English
Published:	Institute of Mathematical Statistics 2021
Online Access:	https://hdl.handle.net/1721.1/134422

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