EM algorithm of the truncated multinormal distribution with linear restriction on the variables
type: Item
instance of: scholarly article
title: EM algorithm of the truncated multinormal distribution with linear restriction on the variables
zbMATH Open document ID: 1387.62032
author: Peng Zhang
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2018-04-05T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62P25
zbMATH DE Number: 6856379
zbMATH Keywords: EM algorithm
zbMATH Keywords: truncated multinormal distribution
zbMATH Keywords: linear restriction
zbMATH Keywords: national college entrance exams
zbMATH Keywords: expectation-maximization (EM)
MaRDI profile type: Publication
full work available at URL: s10255-018-0733-2
OpenAlex ID: W2794431142
cites work: Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
cites work: Computation of multivariate normal and \(t\) probabilities
cites work: Estimation of regression parameters with left truncated data
cites work: Some results on the multivariate truncated normal distribution
cites work: The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters
cites work: Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
cites work: The restricted EM algorithm under inequality restrictions on the parameters
cites work: Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
cites work: Local M-estimation of nonparametric regression with left-truncated and dependent data
cites work: Efficient algorithms for generating truncated multivariate normal distributions
Wikidata QID: Q130142747
DOI: 10.1007/S10255-018-0733-2
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description: scientific article; zbMATH DE number 6856379