Year: 2008
Type: preprint
Abstract: This paper discusses the family of distributions on the Grassmannian of the linear span of r central gaussian vectors parametrized by the covariance matrix. Our main result is an existence and uniqueness criterion for the maximum likelihood estimate of a sample.
Source: arXiv (Cornell University)
Authors: Auderset, Claude, Mazza, Christian, Ruh, Ernst
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3037397443