On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors
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Publication:4364897
DOI10.1093/biomet/84.2.269zbMath0882.62011MaRDI QIDQ4364897
José R. Mendoza-Blanco, Roger S. Day, Jeanne Kowalski, Xinming Tu
Publication date: 18 February 1998
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/84.2.269
62J05: Linear regression; mixed models
60F05: Central limit and other weak theorems
62F10: Point estimation
65C99: Probabilistic methods, stochastic differential equations
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