Approximating Conditional Moments of the Multivariate Normal Distribution

DOI10.1137/0904050zbMATH Open0524.65100OpenAlexW1977899325MaRDI QIDQ3036671FDOQ3036671

Authors: Joseph G. Deken 

Publication date: 1983

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0904050

zbMATH Keywords

multivariate normal distributionconditional momentssymbolic manipulationrounding errorE-M algorithmMACSYMALongley data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• MACSYMA

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