EM algorithm of the truncated multinormal distribution with linear restriction on the variables

DOI10.1007/S10255-018-0733-2MaRDI QIDQ1709433zbMATH OpenOpenAlexWikidataFDO

Authors Peng Zhang

Publication date 5 April 2018

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-018-0733-2

zbMATH Keywords

EM algorithmlinear restrictionexpectation-maximization (EM)national college entrance examstruncated multinormal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate distribution of statistics (62H10) Applications of statistics to social sciences (62P25)

Recommendations

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• scientific article; zbMATH DE number 5563721
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Cites work

• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
• Computation of multivariate normal and \(t\) probabilities
• Efficient algorithms for generating truncated multivariate normal distributions
• Estimation of regression parameters with left truncated data
• Local M-estimation of nonparametric regression with left-truncated and dependent data
• Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
• Some results on the multivariate truncated normal distribution
• The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters
• The restricted EM algorithm under inequality restrictions on the parameters
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

Cited in

(5)

• The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters
• Independence properties of the truncated multivariate elliptical distributions
• EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
• The restricted EM algorithm under inequality restrictions on the parameters
• scientific article; zbMATH DE number 5563721 (Why is no real title available?)

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