ML estimation of the multivariate t distribution and the EM algorithm

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EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
Identifying variables responsible for data not missing at random
Wiener processes with random effects for degradation data
Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions
Multivariate Student-\(t\) self-organizing maps
Alternatives to the EM algorithm for ML estimation of location, scatter matrix, and degree of freedom of the Student \(t\) distribution
Efficient and robust estimation for autoregressive regression models using shape mixtures of skew t normal distribution
Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution
The topography of multivariate normal mixtures
The multiset EM algorithm
A simulation study to compare robust clustering methods based on mixtures
Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
Maximum likelihood estimation of K-distribution parameters via the expectation-maximization algorithm
Issues of robustness and high dimensionality in cluster analysis
Joint modelling of location and scale parameters of the t distribution
Long-tail distribution based multiscale-multiband autoregressive detection for hyperspectral imagery
Consistency, bias and efficiency of the normal-distribution-based MLE: the role of auxiliary variables
Convergence Behavior of the em algorithm for the multivariate t -distribution
scientific article; zbMATH DE number 1086057 (Why is no real title available?)
A curious likelihood identity for the multivariate t-distribution
scientific article; zbMATH DE number 788228 (Why is no real title available?)
A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution
A new multivariate t distribution with variant tail weights and its application in robust regression analysis
Doubly reweighted estimators for the parameters of the multivariate t-distribution
Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution
The multiparameter \(t'\) distribution
A 2-stage elastic net algorithm for estimation of sparse networks with heavy-tailed data
ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density
Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
Parameter-expanded ECME algorithms for logistic and penalized logistic regression
Robust structural equation modeling with missing data and auxiliary variables
Flexible mixture modeling via the multivariate t distribution with the Box-Cox transformation: an alternative to the skew-t distribution
Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis
Parameter expansion and efficient inference
Robust probabilistic PCA with missing data and contribution analysis for outlier detection
Computationally efficient learning of multivariate t mixture models with missing information

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