On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data

DOI10.1080/03610926.2017.1353631MaRDI QIDQ5160263zbMATH OpenOpenAlexFDO

Authors Keiji Takai

Publication date 28 October 2021

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1353631

zbMATH Keywords

EM algorithminformation matrixmaximum likelihood estimatormissing datanormal distributionselection matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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Cites work

• A Tutorial on the SWEEP Operator
• Asymptotic inference with incomplete data
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• Likelihood based frequentist inference when data are missing at random
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• Maximum likelihood estimation of the multivariate normal mixture model
• Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis
• Pattern-Mixture Models for Multivariate Incomplete Data
• The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure
• What is meant by ``missing at random?

Cited in

(2)

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