On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors (Q4364897)

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scientific article; zbMATH DE number 1088744
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On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors
scientific article; zbMATH DE number 1088744

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    On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors (English)
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    18 February 1998
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    step-length Newton's method
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    \(t\)-distribution
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    EM
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    ECME
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    maximum likelihood estimates
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