A curious likelihood identity for the multivariate t-distribution

DOI10.1080/03610919408813180zbMATH Open0825.62035OpenAlexW2035799816MaRDI QIDQ4844150FDOQ4844150

Authors: John T. Kent, David E. Tyler, Yehuda Vardi 

Publication date: 20 August 1995

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813180

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zbMATH Keywords

EM algorithmrobustnessmultivariate t-distributionuniqueness of maximum likelihood estimates

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Redescending \(M\)-estimates of multivariate location and scatter
• Asymptotic number of roots of Cauchy location likelihood equations
• Title not available (Why is that?)

Cited In (40)

• New algorithms for \(M\)-estimation of multivariate scatter and location
• Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
• Doubly reweighted estimators for the parameters of the multivariate \(t\)-distribution
• The MM alternative to EM
• Issues of robustness and high dimensionality in cluster analysis
• Robust estimation of Cronbach's alpha
• Families of distributions arising from distributions of order statistics
• ML estimation of the multivariate \(t\) distribution and the EM algorithm
• Multivariate myriad filters based on parameter estimation of Student-\(t\) distributions
• Maximum likelihood estimation of multivariate \(t\)-models with Rao's simple structure and its exact distribution
• Convergence Behavior of the em algorithm for the multivariate t -distribution
• \(M\)-functionals of multivariate scatter
• Directional distributions and the half-angle principle
• Alternatives to the EM algorithm for ML estimation of location, scatter matrix, and degree of freedom of the Student \(t\) distribution
• An analysis of David E. Tyler's publication and coauthor network
• Estimation in nonlinear mixed-effects models using heavy-tailed distributions
• Robust mixture of experts modeling using the \(t\) distribution
• Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm
• Spatially constrained Student's \(t\)-distribution based mixture model for robust image segmentation
• Estimating parameters of mixtures of multivariate \(t\)-populations and application to classification of observations
• The numerical character of maximum likelihood estimators of multivariate \(t\)-models with Rao's simple structure
• A Legacy of EM Algorithms
• Differentiability of \(t\)-functionals of location and scatter
• Stomped-\(t\): a novel probability distribution for rough-probabilistic clustering
• A Scale Mixture Approach to t-Distributed Mixture Regression
• Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
• Quadratic extrapolation for accelerating convergence of the EM fixed point problem
• Randomized extrapolation for accelerating EM-type fixed-point algorithms
• Angular Gaussian and Cauchy estimation
• Acceleration of the EM algorithm: P-EM versus epsilon algorithm
• Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
• On the Bumpy Road to the Dominant Mode
• Robust Bayesian clustering
• Stylized facts of financial time series and hidden semi-Markov models
• A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution
• A quasi-Newton acceleration for high-dimensional optimization algorithms
• Influence diagnostics for robust P-splines using scale mixture of normal distributions
• The use of a common location measure in the invariant coordinate selection and projection pursuit
• Addressing non-normality in multivariate analysis using the \(t\)-distribution
• Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions

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