Estimation of missing values in the general gauss-maekoff model

DOI10.1080/02331888608801923zbMATH Open0601.62090OpenAlexW1966399139MaRDI QIDQ3736748FDOQ3736748

Authors: Wiktor Oktaba, A. Kornacki, Jacek Wawrzosek 

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801923

Recommendations

• Parameter estimation of Gaussian hidden Markov models when missing observations occur
• scientific article; zbMATH DE number 7644906
• Estimation of missing values in linear~models
• Maximum likelihood estimation of Gaussian models with missing data -- Eight equivalent formulations
• Estimation of stochastic processes with missing observations
• Estimation in semiparametric models with missing data
• Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values
• scientific article
• Imputation estimation of generalized semiparametric models with data missing at random

zbMATH Keywords

missing valuesunified theory of least squaresc-inverseestimator of vector of missing valuefixed linear Gauss-Markov modelZyskind- Martin model

Mathematics Subject Classification ID

Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure

Cited In (8)

• Title not available (Why is that?)
• On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values
• The General Multivariate Gauss-Markov Model of the Incomplete Block Design
• Estimation and Verification of Hypotheses in Some Zyskind‐Martin Models with Missing Values
• Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values
• Generalized Good-Turing Improves Missing Mass Estimation
• Title not available (Why is that?)
• On simultaneous prediction in a multivariate general linear model with future observations

This page was built for publication: Estimation of missing values in the general gauss-maekoff model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3736748)