Covariance matrix estimation for left-censored data

DOI10.1016/J.CSDA.2015.06.005MaRDI QIDQ1663141zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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• Estimation of covariance matrix from geochemical data with observations below detection limits
• Multiple Imputation After 18+ Years
• Multiple imputation and its application
• Multiple imputation for multivariate data with missing and below-threshold measurements: time-series concentrations of pollutants in the arctic
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Elementwise Estimation of a Dispersion Matrix
• Robust principal component analysis for functional data. (With comments)
• Sign and rank covariance matrices
• Some robust estimates of principal components
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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

Describes a project that uses

Uses Software

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

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