BS2 Further Statistical Inference HT09 - Lecture 7
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: Friday, 06 February 2009 16:23. Steffen L. Lauritzen