Covariance matrix estimation for left-censored data

DOI10.1016/J.CSDA.2015.06.005zbMATH Open1468.62157OpenAlexW844875727WikidataQ57583406 ScholiaQ57583406MaRDI QIDQ1663141FDOQ1663141

Jaakko Nevalainen, Maiju Pesonen, Henri Pesonen

Publication date: 21 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.2015.06.005

zbMATH Keywords

maximum likelihood estimationcovariance matrixleft-censoringnon-detects

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

Cites Work

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Cited In (1)

• Linear regression with left-censored covariates and outcome using a pseudolikelihood approach

Uses Software

• R
• MINITAB
• Matrix
• LBFGS-B
• glasso
• snowfall
• PMA

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