Efficient ML estimation of the multivariate normal distribution from incomplete data

DOI10.1006/JMVA.1998.1793zbMATH Open1057.62519OpenAlexW1984922395MaRDI QIDQ1293664FDOQ1293664

Authors: Chuanhai Liu 

Publication date: 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1793

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zbMATH Keywords

linear regressionFisher informationMEMmonotone patternECMEMECME

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

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• The Calculation of Posterior Distributions by Data Augmentation
• Inference and missing data
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
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• Title not available (Why is that?)
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• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• Miscellanea. Information matrix computation from conditional information via normal approximation

Cited In (20)

• Robust statistical modelling using the multivariate skew \(t\) distribution with complete and incomplete data
• On improved EM algorithm and confidence interval construction for incomplete \(r\times c\) tables
• Efficient estimation for incomplete multivariate data
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• Robust clustering via mixtures of \(t\) factor analyzers with incomplete data
• Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis
• Robust skew-\(t\) factor analysis models for handling missing data
• Estimation of a multivariate normal covariance matrix with staircase pattern data
• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• The posterior distribution of the parameters of normal distributions with missing data and its sampling algorithm
• On fast supervised learning for normal mixture models with missing information
• On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data
• Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data
• Monte Carlo EM algorithm for multivariate normal distributions under missing data
• Bayesian robust inference of sample selection using selection-\(t\) models
• Spatial prediction and temporal backcasting for environmental fields having monotone data patterns
• EXPLICIT BAYESIAN SOLUTION FOR INCOMPLETE PRE-POST TEST PROBLEMS USING INVERSE BAYES FORMULAE
• Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data
• Analysis of multivariate skew normal models with incomplete data
• Skew-normal factor analysis models with incomplete data

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