On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors

Biometrika

Volumn 84, Issue 2, 1997, Pages 269-281

  Kowalski, Jeanne ^a   Xin, M T U ^a   Day, Roger S ^b   Mendoza Blanco, José R ^a  

^a UNIVERSITY OF PITTSBURGH   (United States)

^b UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

Author keywords

ECME; EM; Maximum likelihood; R distribution; Step length newton's method

Indexed keywords

EID: 0002260147     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.2.269     Document Type: Article

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