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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| English | On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors |
scientific article; zbMATH DE number 1088744 |
Statements
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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0.8380690813064575
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0.830440878868103
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0.8194789886474609
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