Minimum message length estimation using EM methods: a case study

DOI10.1016/j.csda.2004.05.005zbMath1430.62021OpenAlexW2008750037MaRDI QIDQ957189

Murray Jorgensen

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.005

zbMATH Keywords

EM algorithmcomparative calibrationmaximum penalized likelihoodminimum message lengthfunctional relationshipstructural relationship

Mathematics Subject Classification ID

Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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• EM algorithms for ML factor analysis
• On Deriving the Inverse of a Sum of Matrices
• The Complexity of Strict Minimum Message Length Inference
• An Information Measure for Classification

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