Efficient ML estimation of the multivariate normal distribution from incomplete data

DOI10.1006/jmva.1998.1793zbMath1057.62519OpenAlexW1984922395MaRDI QIDQ1293664

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

zbMATH Keywords

Fisher informationlinear regressionmonotone patternMEMECMEMECME

Mathematics Subject Classification ID

Related Items (14)

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Cites Work

• 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
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• The Calculation of Posterior Distributions by Data Augmentation
• Inference and missing data
• Miscellanea. Information matrix computation from conditional information via normal approximation
• 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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