Covariance matrix estimation for left-censored data

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

Authors: Maiju Pesonen, Henri Pesonen, Jaakko Nevalainen 

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

Recommendations

• Maximum pairwise pseudo-likelihood estimation of the covariance matrix from left-censored data
• Estimation of covariance matrix from geochemical data with observations below detection limits
• Estimation of the covariance matrix with two-step monotone missing data
• Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data
• Estimation of a covariance matrix with zeros

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

• Title not available (Why is that?)
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Computing the nearest correlation matrix--a problem from finance
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Limited Memory Algorithm for Bound Constrained Optimization
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust principal component analysis for functional data. (With comments)
• Sparse inverse covariance estimation with the graphical lasso
• Title not available (Why is that?)
• Sign and rank covariance matrices
• Multiple Imputation After 18+ Years
• Covariance matrix selection and estimation via penalised normal likelihood
• Robust Elementwise Estimation of a Dispersion Matrix
• Some robust estimates of principal components
• Multiple imputation and its application
• Title not available (Why is that?)
• ESTIMATION OF THE MEAN AND STANDARD DEVIATION OF A NORMAL POPULATION FROM A CENSORED SAMPLE
• Asymptotic Variances and Covariances of Maximum-Likelihood Estimators, from Censored Samples, of the Parameters of Weibull and Gamma Populations
• Correlating two viral load assays with known detection limits
• Estimation of covariance matrix from geochemical data with observations below detection limits
• Multiple imputation for multivariate data with missing and below-threshold measurements: time-series concentrations of pollutants in the arctic

Cited In (3)

• Linear regression with left-censored covariates and outcome using a pseudolikelihood approach
• Maximum pairwise pseudo-likelihood estimation of the covariance matrix from left-censored data
• Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data

Uses Software

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

This page was built for publication: Covariance matrix estimation for left-censored data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663141)