On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood

DOI10.1007/s001800200124zbMath1037.62008OpenAlexW2911920720MaRDI QIDQ1424618

Edward H. Ip

Publication date: 16 March 2004

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800200124

zbMATH Keywords

stochastic differential equationEM algorithmMarkov chainsingle imputationnon-exponential family

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

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Cites Work

• Markov chains and stochastic stability
• Extensions of estimation methods using the EM algorithm
• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
• Convergence of a stochastic approximation version of the EM algorithm
• An automated stopping rule for MCMC convergence assessment
• The existence of moments for stationary Markov chains
• Large-sample theory for parametric multiple imputation procedures
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