ML estimation of the multivariate \(t\) distribution and the EM algorithm
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Publication:1375112
DOI10.1006/jmva.1997.1703zbMath0884.62059OpenAlexW2090207548MaRDI QIDQ1375112
Publication date: 5 April 1998
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1703
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Cites Work
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- On the convergence properties of the EM algorithm
- Robust m-estimators of multivariate location and scatter
- Assessing Influence in Multiple Linear Regression with Incomplete Data
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
- On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors
- Bayesian Robust Multivariate Linear Regression With Incomplete Data
- A curious likelihood identity for the multivariate t-distribution
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