Missing data imputation using the multivariate \(t\) distribution

DOI10.1006/jmva.1995.1029zbMath0855.62051OpenAlexW2079738624MaRDI QIDQ1893357

Chuanhai Liu

Publication date: 9 February 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1029

zbMATH Keywords

weightsrate of convergencemissing datamultivariate normaldegrees of freedommonotone data augmentationMDAmultivariate \({\mathbf t}\) distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Foundations and philosophical topics in statistics (62A01) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Acceleration of convergence in numerical analysis (65B99)

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