EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions

DOI10.1016/j.csda.2008.03.022zbMath1452.62130OpenAlexW1994655246MaRDI QIDQ1023837

Guo-Liang Tian, Kai Wang Ng, Ming Tan

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.03.022

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

Related Items

Use of EM algorithm for data reduction under sparsity assumption, A new MM algorithm for constrained estimation in the proportional hazards model, Estimating parameters of mixtures of multivariate \(t\)-populations and application to classification of observations, Regression analysis for the proportional hazards model with parameter constraints under case-cohort design, Statistical inference for generalized case-cohort design under the proportional hazards model with parameter constraints, Generalized case-cohort analysis for constrained estimation in the Cox’s model, Obtaining similar null distributions in the normal linear model using computational methods, Generalized case-cohort and inference for Cox’s model with parameter constraints

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