EM algorithm in Gaussian copula with missing data

DOI10.1016/j.csda.2016.01.008zbMath1466.62056OpenAlexW2283618637MaRDI QIDQ1659051

Peter X.-K. Song, Wei Ding

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.01.008

zbMATH Keywords

EM algorithmregressionGaussian copulamisaligned missing data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

A family of block-wise one-factor distributions for modeling high-dimensional binary data, Partial identification in the statistical matching problem, The EM algorithm for ML estimators under nonlinear inequalities restrictions on the parameters, Vine Copulas for Imputation of Monotone Non‐response, Copula modeling from Abe Sklar to the present day, Copula-based regression models with data missing at random, Calibration estimation of semiparametric copula models with data missing at random, Causal inference: a missing data perspective, Semiparametric estimation of copula models with nonignorable missing data, A study of data-driven distributionally robust optimization with incomplete joint data under finite support

Uses Software

• gcmr
• QRM

Cites Work

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