Efficient estimation for incomplete multivariate data

DOI10.1016/J.JSPI.2011.11.024zbMATH Open1236.62054OpenAlexW2081519474MaRDI QIDQ413380FDOQ413380

Authors: Bent Jørgensen, Hans Chr. Petersen 

Publication date: 4 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.024

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zbMATH Keywords

EM algorithmmissing dataestimating functionsFisher scoring algorithmGodambe information matrixREML estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

Cites Work

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• Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
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• Longitudinal data analysis using generalized linear models
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• Applied multivariate statistical analysis.
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• Parameter Orthogonality and Bias Adjustment for Estimating Functions
• On linear and quadratic estimating functions
• Semiparametric Efficiency in Multivariate Regression Models with Missing Data
• Extended Generalized Estimating Equations for Clustered Data
• Direct Calculation of the Information Matrix via the EM Algorithm
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• A generalization of the growth curve model which allows missing data
• Estimation of Parameters From Incomplete Multivariate Samples
• Title not available (Why is that?)
• Maximum Likelihood Estimation with Incomplete Multivariate Data
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• Estimation of Parameters from Incomplete Data

Cited In (6)

• Efficient and direct estimation of the variance-covariance matrix in EM algorithm with interpolation method
• Multivariate random effect models with complete and incomplete data
• Title not available (Why is that?)
• Superefficient estimation of multivariate trend.
• Asymptotically efficient recursive estimation for incomplete data models using the observed information.
• Incomplete-data Fisher scoring method with steplength adjustment

Uses Software

• R

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