Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate<i>t</i>-Distribution (Q5305489)

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scientific article; zbMATH DE number 5685753
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Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate<i>t</i>-Distribution
scientific article; zbMATH DE number 5685753

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    Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate<i>t</i>-Distribution (English)
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    22 March 2010
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    EM algorithm
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    Monte Carlo
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    \(t\)-distribution
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    tobit model
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