Alternatives to the EM Algorithm for ML-Estimation of Location, Scatter Matrix and Degree of Freedom of the Student-$t$ Distribution

Marzieh Hasannasab, Johannes Hertrich, Friederike Laus +1

In this paper, we consider maximum likelihood estimations of the degree of freedom parameter $\nu$, the location parameter $\mu$ and the scatter matrix $\Sigma$ of the multivariate Student-…