메뉴 건너뛰기




Volumn 63, Issue 2, 1997, Pages 296-312

ML Estimation of the MultivariatetDistribution and the EM Algorithm

(1)  Liu, Chuanhai a  

a NONE

Author keywords

EM; ECM; ECME; incomplete data; Newton Raphson

Indexed keywords


EID: 0008602520     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1703     Document Type: Article
Times cited : (56)

References (22)
  • 1
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the EM algorithm (with discussion)
    • Dempster A. P., Laird N. M., Rubin D. B. Maximum likelihood from incomplete data via the EM algorithm (with discussion). J. Roy. Statist. Soc. Ser. B. 39:1977;1-38.
    • (1977) J. Roy. Statist. Soc. Ser. B , vol.39 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 2
    • 0040618942 scopus 로고
    • Iteratively reweighted least squares for linear regression when errors are normal/independent distributed
    • Amsterdam: North-Holland. p. 35-57
    • Dempster A. P., Laird N. M., Rubin D. B. Iteratively reweighted least squares for linear regression when errors are normal/independent distributed. Multivariate Analysis. 1980;North-Holland, Amsterdam. p. 35-57.
    • (1980) Multivariate Analysis
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 3
    • 0028517016 scopus 로고
    • Space-alternating generalized expectation-maximization algorithm
    • Fessler J. A., Hero A. O. Space-alternating generalized expectation-maximization algorithm. IEEE Trans. Signal Process. 42:1994;2664-2677.
    • (1994) IEEE Trans. Signal Process. , vol.42 , pp. 2664-2677
    • Fessler, J.A.1    Hero, A.O.2
  • 6
  • 7
    • 0002260147 scopus 로고    scopus 로고
    • On the rate of convergence of the ECME for multiple regression models witht
    • Kowalski J., Tu X. M., Day R. S., Mendoza-Blanco J. On the rate of convergence of the ECME for multiple regression models witht. Biometrika. 84:1997;269-281.
    • (1997) Biometrika , vol.84 , pp. 269-281
    • Kowalski, J.1    Tu, X.M.2    Day, R.S.3    Mendoza-Blanco, J.4
  • 8
    • 0002414768 scopus 로고
    • A quasi-Newton acceleration of the EM algorithm
    • Lange K. L. A quasi-Newton acceleration of the EM algorithm. Statist. Sinica. 5:1995;1-18.
    • (1995) Statist. Sinica , vol.5 , pp. 1-18
    • Lange, K.L.1
  • 10
    • 0000217030 scopus 로고
    • Normal/independent distributions and their applications in robust regression
    • Lange K., Sinsheimer J. S. Normal/independent distributions and their applications in robust regression. J. Comput. Graph. Statist. 2:1993;175-198.
    • (1993) J. Comput. Graph. Statist. , vol.2 , pp. 175-198
    • Lange, K.1    Sinsheimer, J.S.2
  • 11
    • 0023842809 scopus 로고
    • Robust estimation of the mean and covariance matrix from data with missing values
    • Little R. J. A. Robust estimation of the mean and covariance matrix from data with missing values. Appl. Statist. 37:1988;23-39.
    • (1988) Appl. Statist. , vol.37 , pp. 23-39
    • Little, R.J.A.1
  • 13
    • 0042123139 scopus 로고    scopus 로고
    • Bayesian robust multivariate linear regression with incomplete data
    • Liu C. Bayesian robust multivariate linear regression with incomplete data. J. Amer. Statist. Assoc. 91:1996;1219-1227.
    • (1996) J. Amer. Statist. Assoc. , vol.91 , pp. 1219-1227
    • Liu, C.1
  • 14
    • 0000315742 scopus 로고
    • The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
    • Liu C., Rubin D. B. The ECME algorithm: a simple extension of EM and ECM with faster monotone convergence. Biometrika. 81:1994;633-648.
    • (1994) Biometrika , vol.81 , pp. 633-648
    • Liu, C.1    Rubin, D.B.2
  • 15
    • 0002864973 scopus 로고
    • ML estimation of the multivariatet
    • Liu C., Rubin D. B. ML estimation of the multivariatet. Statist. Sinica. 5:1995;19-39.
    • (1995) Statist. Sinica , vol.5 , pp. 19-39
    • Liu, C.1    Rubin, D.B.2
  • 16
    • 0002063041 scopus 로고
    • Robust M-estimators of multivariate location and scatter
    • Maronna R. A. Robust M-estimators of multivariate location and scatter. Ann. Statist. 4:1976;51-67.
    • (1976) Ann. Statist. , vol.4 , pp. 51-67
    • Maronna, R.A.1
  • 17
    • 0000251971 scopus 로고
    • Maximum likelihood estimation via the ECM algorithm: A general framework
    • Meng X. L., Rubin D. B. Maximum likelihood estimation via the ECM algorithm: a general framework. Biometrika. 80:1993;267-278.
    • (1993) Biometrika , vol.80 , pp. 267-278
    • Meng, X.L.1    Rubin, D.B.2
  • 18
    • 18244387717 scopus 로고    scopus 로고
    • The EM algorithm - An old folk song sung to fast new tune (with discussion)
    • Meng X. L., van Dyk D. The EM algorithm - An old folk song sung to fast new tune (with discussion). J. Roy. Statist. Soc. 59:1997;511-567.
    • (1997) J. Roy. Statist. Soc. , vol.59 , pp. 511-567
    • Meng, X.L.1    Van Dyk, D.2
  • 19
    • 0001380113 scopus 로고
    • Iteratively reweighted least squares
    • New York: Wiley. p. 272-275
    • Rubin D. B. Iteratively reweighted least squares. Encyclopedia of Statistical Sciences. 1983;Wiley, New York. p. 272-275.
    • (1983) Encyclopedia of Statistical Sciences
    • Rubin, D.B.1
  • 21
    • 0022758596 scopus 로고
    • Assessing influence in multiple linear regression with incomplete data
    • Shih W. J., Weisberg S. Assessing influence in multiple linear regression with incomplete data. Technometrics. 28:1986;231-239.
    • (1986) Technometrics , vol.28 , pp. 231-239
    • Shih, W.J.1    Weisberg, S.2
  • 22
    • 0002210265 scopus 로고
    • On the convergence properties of the EM algorithm
    • Wu C. F. J. On the convergence properties of the EM algorithm. Ann. Statist. 11:1983;95-103.
    • (1983) Ann. Statist. , vol.11 , pp. 95-103
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.