scientific article; zbMATH DE number 788228

zbMATH Open0824.62047MaRDI QIDQ4844339FDOQ4844339

Authors: Chuanhai Liu, Donald B. Rubin 

Publication date: 21 August 1995

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zbMATH Keywords

maximum likelihood estimationmissing datarate of convergencecovariatesincomplete datarobust estimationEMECME algorithmsmultivariate t distributionECMcomputational efficiencies

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12)

Cited In (95)

• Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
• Student-\(t\) censored regression model: properties and inference
• Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution
• t-distribution modeling using the available statistical software
• Normal variance mixtures: distribution, density and parameter estimation
• EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• Computationally efficient learning of multivariate \(t\) mixture models with missing information
• On robust probabilistic principal component analysis using multivariate t -distributions
• An efficient ECM algorithm for maximum likelihood estimation in mixtures of \(t\)-factor analyzers
• Robust linear mixed models using the skew \(t\) distribution with application to schizophrenia data
• Markov-normal analysis of iterative simulations before their convergence
• Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions
• Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution
• Capturing patterns via parsimonious \(t\) mixture models
• ML estimation of the multivariate \(t\) distribution and the EM algorithm
• The multiparameter \(t'\) distribution
• Autoregressive models with mixture of scale mixtures of Gaussian innovations
• Multivariate myriad filters based on parameter estimation of Student-\(t\) distributions
• A variational Bayesian methodology for hidden Markov models utilizing Student's-\(t\) mixtures
• Alternatives to the EM algorithm for ML estimation of location, scatter matrix, and degree of freedom of the Student \(t\) distribution
• Bounded generalized Gaussian mixture model
• Robust mixture of experts modeling using the \(t\) distribution
• A method for training finite mixture models under a fuzzy clustering principle
• Projection theorems and estimating equations for power-law models
• Combining standardized mean differences using the method of maximum likelihood
• A flexible model for generalized linear regression with measurement error
• Multivariate Student-\(t\) self-organizing maps
• Robust Bayesian regularized estimation based on \(t\) regression model
• On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
• Regularized parameter estimation of high dimensional distribution
• Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models
• Local asymptotic normality for Student-Lévy processes under high-frequency sampling
• Efficient inference about the tail weight in multivariate Student \(t\) distributions
• Analysis of local influence in geostatistics using Student's \(t\)-distribution
• Adaptive sequential Monte Carlo by means of mixture of experts
• Bayesian Robust PCA for Incomplete Data
• Wiener processes with random effects for degradation data
• The Monte Carlo EM method for estimating multinomial probit latent variable models
• Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book
• Flexible estimation of a semiparametric two-component mixture model with one parametric component
• An Extension of Generalized Linear Models to Finite Mixture Outcome Distributions
• A curious likelihood identity for the multivariate t-distribution
• Local statistical modeling via a cluster-weighted approach with elliptical distributions
• Case-deletion influence measures for the data from multivariate \(t\) distributions
• Long-tail distribution based multiscale-multiband autoregressive detection for hyperspectral imagery
• The multivariate tail-inflated normal distribution and its application in finance
• Robust identification of nonlinear time-delay system in state-space form
• Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
• Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
• Heteroscedasticity diagnostics for \(t\) linear regression models
• Robust Bayesian clustering
• A note on parameter estimation under a \(t\)-model
• The restricted EM algorithm under inequality restrictions on the parameters
• Estimation methods for the multivariate \(t\) distribution
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
• Missing data imputation using the multivariate \(t\) distribution
• Likelihood-based risk estimation for variance-gamma models
• Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions
• Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms
• Mixtures of \(t\) factor analysers with censored responses and external covariates: an application to educational data from Peru
• A new multivariate t distribution with variant tail weights and its application in robust regression analysis
• Doubly reweighted estimators for the parameters of the multivariate \(t\)-distribution
• Efficient algorithms for robust estimation in autoregressive regression models using Student’stdistribution
• Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density
• On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations
• EM-based algorithms for autoregressive models with \(t\)-distributed innovations
• Issues of robustness and high dimensionality in cluster analysis
• Missing covariates in logistic regression, estimation and distribution selection
• Robust estimation using multivariate \(t\) innovations for vector autoregressive models via ECM algorithm
• ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density
• A 2-stage elastic net algorithm for estimation of sparse networks with heavy-tailed data
• Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution
• Estimating parameters of mixtures of multivariate \(t\)-populations and application to classification of observations
• Imputation for skewed data: multivariate Lomax case
• Bounds for the asymptotic distribution of the likelihood ratio
• Objective Bayesian analysis for the Student-\(t\) linear regression
• Covariance structure tests for multivariate \(t\)-distribution
• On elliptical multilevel models
• An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
• Short-term and long-term effects of acute kidney injury in chronic kidney disease patients: a longitudinal analysis
• Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution
• Variational-Bayes optical flow
• EM algorithm for symmetric stable mixture model
• Quadratic extrapolation for accelerating convergence of the EM fixed point problem
• Randomized extrapolation for accelerating EM-type fixed-point algorithms
• Sequential Kalman tuning of the \(t\)-preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems
• A general Bayesian model for heteroskedastic data with fully conjugate full-conditional distributions
• Estimating the number of basins of attraction of multi-objective combinatorial problems
• Systematic scenario selection: stress testing and the nature of uncertainty
• Robust factored principal component analysis for matrix-valued outlier accommodation and detection
• Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions
• Approximate Bayesian estimator for the parameter vector in linear models with multivariate t distribution errors
• Robust variable selection in finite mixture of regression models using the t distribution
• A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion

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