Approximating Conditional Moments of the Multivariate Normal Distribution

DOI10.1137/0904050MaRDI QIDQ3036671zbMATH OpenOpenAlexFDO

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)

Describes a project that uses

Uses Software

• MACSYMA

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