Efficient estimation for incomplete multivariate data

DOI10.1016/J.JSPI.2011.11.024MaRDI QIDQ413380zbMATH OpenOpenAlexFDO

Authors Bent Jørgensen, Hans Chr. Petersen

Publication date 4 May 2012

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.2011.11.024

zbMATH Keywords

EM algorithmmissing dataestimating functionsFisher scoring algorithmGodambe information matrixREML estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

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Cited in

(7)

• Efficient and direct estimation of the variance-covariance matrix in EM algorithm with interpolation method
• Joint robust variable selection of mean and covariance model via shrinkage methods
• Multivariate random effect models with complete and incomplete data
• scientific article; zbMATH DE number 1917657 (Why is no real title available?)
• Superefficient estimation of multivariate trend.
• Incomplete-data Fisher scoring method with steplength adjustment
• Asymptotically efficient recursive estimation for incomplete data models using the observed information.

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Uses Software

• R

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