BS2 Further Statistical Inference HT08 - Lecture 12
Multivariate normal models and the Wishart distribution
This lecture discusses maximum likelihood estimation in a multivariate normal model, derives the MLE using exponential family theory, introduces the Wishart distribution and studies its elementary properties. Similar material can be found in Seber (1984), Multivariate Observations, Wiley, sections 2.2 and 2.3
Last updated: Thursday, 06 March 2008 17:17. Steffen L. Lauritzen