Efficient and direct estimation of the variance-covariance matrix in EM algorithm with interpolation method

DOI10.1016/j.jspi.2020.06.005zbMath1455.62143OpenAlexW3035036825MaRDI QIDQ826966

Ding-Geng Chen, Jun Liu, Lili Yu

Publication date: 6 January 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.06.005

zbMATH Keywords

maximum likelihood estimationincomplete dataJacobian matrixHessian matrixcubic spline interpolation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Numerical computation using splines (65D07) Analysis of variance and covariance (ANOVA) (62J10)

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Uses Software

• SplinePak

Cites Work

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• A New Method of Interpolation and Smooth Curve Fitting Based on Local Procedures

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