EM algorithm of the truncated multinormal distribution with linear restriction on the variables

DOI10.1007/S10255-018-0733-2zbMath1387.62032OpenAlexW2794431142WikidataQ130142747 ScholiaQ130142747MaRDI QIDQ1709433

Peng Zhang

Publication date: 5 April 2018

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-018-0733-2

zbMATH Keywords

EM algorithmlinear restrictionexpectation-maximization (EM)national college entrance examstruncated multinormal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to social sciences (62P25) Point estimation (62F10)

Related Items (1)

Independence properties of the truncated multivariate elliptical distributions

Cites Work

• Some results on the multivariate truncated normal distribution
• Computation of multivariate normal and \(t\) probabilities
• Estimation of regression parameters with left truncated data
• Efficient algorithms for generating truncated multivariate normal distributions
• The restricted EM algorithm under inequality restrictions on the parameters
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
• Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
• The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters
• Local M-estimation of nonparametric regression with left-truncated and dependent data
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

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