General Gaussian estimation
type: Item
instance of: scholarly article
title: General Gaussian estimation
zbMATH Open document ID: 1433.62080
author: Tonglin Zhang
published in: Journal of Multivariate Analysis
publication date: 2019-01-04T00:00:00Z
review text: The paper under review proposes a general Gaussian estimation approach to estimate the parameters in a statistical model. The approach can be used if the joint distribution of the response vector is completely determined by its mean vector and variance-covariance matrix and is identical to the maximum likelihood approach if the response is normal, but not if the response follows other distributions. This approach can provide a closed-form estimation equation once closed-form expressions of the mean vector and variance-covariance matrix of the response vector are available. The paper is organized as follows. In Section 2, the general Gaussian estimation approach is proposed. In Section 3, the author implements the approach to generalized linear mixed effects models. In Section 4, the approach is studied under the framework of longitudinal data. In Section 5, a closed-form estimation approach to the Poisson-lognormal model is presented. Other examples with closed-form estimation functions are provided in Section 6. In Section 7, the author evaluates the performance of the proposed approach under the framework of the Poisson-lognormal model via simulation studies. In Section 8, the approach is applied to a real data example. The paper concludes with a discussion in Section 9.
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62H11
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J12
zbMATH DE Number: 6997755
zbMATH Keywords: closed-form estimation
zbMATH Keywords: consistency
zbMATH Keywords: general Gaussian estimation
zbMATH Keywords: Kullback-Leibler information number
zbMATH Keywords: optimality condition
zbMATH Keywords: Poisson-lognormal model
reviewed by: Joseph Melamed
describes a project that uses: goodwin.f77
describes a project that uses: glmmAK
MaRDI profile type: Publication
full work available at URL: j.jmva.2018.09.010
OpenAlex ID: W2894319713
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DOI: 10.1016/J.JMVA.2018.09.010
description: scientific article; zbMATH DE number 6997755