Maximum pairwise pseudo-likelihood estimation of the covariance matrix from left-censored data

DOI10.1007/S13253-014-0185-YMaRDI QIDQ894838zbMATH OpenOpenAlexWikidataFDO

Authors Michael P. Jones, Sarah S. Perry, Peter S. Thorne

Publication date 24 November 2015

Published in Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc6326180

zbMATH Keywords

principal component analysispolychlorinated biphenylslower detection limitnon-detects

Mathematics Subject Classification ID

Censored data models (62N01) Applications of statistics to environmental and related topics (62P12)

Recommendations

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Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3063460 (Why is no real title available?)
• Correlating two viral load assays with known detection limits
• Pseudo maximum likelihood estimation: Theory and applications

Cited in

(4)

• Linear regression with left-censored covariates and outcome using a pseudolikelihood approach
• Covariance matrix estimation for left-censored data
• Estimating the product-moment correlation in samples with censoring on both variables
• Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data

Describes a project that uses

Uses Software

• R
• mvtnorm
• bootstrap
• QSIMVN

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