A penalized EM algorithm incorporating missing data mechanism for Gaussian parameter estimation

DOI10.1111/biom.12149zbMath1419.62321OpenAlexW1903013605WikidataQ30743883 ScholiaQ30743883MaRDI QIDQ5170198

No author found.

Publication date: 22 July 2014

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4061266

zbMATH Keywords

maximum penalized likelihood estimateexpectation-maximization (EM) algorithmnot-missing-at-random (NMAR)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

Related Items

Integrating Multisource Block-Wise Missing Data in Model Selection ⋮ EM-based algorithms for autoregressive models with t-distributed innovations ⋮ A statistical method for detecting differentially expressed SNVs based on next‐generation RNA‐seq data ⋮ Variable selection methods for model-based clustering ⋮ Robust estimation using multivariate t innovations for vector autoregressive models via ECM algorithm

Uses Software

• RegEM

Cites Work

• Sparse inverse covariance estimation with the graphical lasso
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• Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
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