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Volumn 25, Issue 2, 1997, Pages 181-206

t-distribution modeling using the available statistical software

Author keywords

BMDP LE; Linear regression; Nonlinear regression; Normal independent distribution; Robust estimation; SAS NLIN

Indexed keywords

ALGORITHMS; COMPUTER SOFTWARE; ERROR STATISTICS; ESTIMATION; FUNCTIONS; STATISTICAL METHODS;

EID: 0031182503     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(96)00091-6     Document Type: Article
Times cited : (4)

References (14)
  • 3
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    • Maximum likelihood estimation from incomplete data via the EM algorithm
    • Dempster, A.P., N.M. Laird and D.B. Rubin, Maximum likelihood estimation 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
  • 4
    • 0040618942 scopus 로고
    • Iteratively reweighted least-squares for linear regression when errors are normal/independent distributed
    • P.R. Krishnaiah (Ed.), North Holland, Amsterdam
    • Dempster, A.P., N.M. Laird and D.B. Rubin, Iteratively reweighted least-squares for linear regression when errors are normal/independent distributed, in: P.R. Krishnaiah (Ed.), Multivariate analysis V (North Holland, Amsterdam, 1980) 35-57.
    • (1980) Multivariate Analysis V , vol.5 , pp. 35-57
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 7
    • 0018115641 scopus 로고
    • Assessing the accuracy of the maximum likelihood estimator: Observed versus expected fisher information
    • Efron, B. and D.V. Hinkley, Assessing the accuracy of the maximum likelihood estimator: observed versus expected fisher information, Biometrika, 65 (1977) 457-487.
    • (1977) Biometrika , vol.65 , pp. 457-487
    • Efron, B.1    Hinkley, D.V.2
  • 10
    • 0000217030 scopus 로고
    • Normal/independent distributions and their applications in robust regression
    • Lange, K.L. and J.S. Sinsheimer, Normal/independent distributions and their applications in robust regression, J. Comput. Graphical Statist., 2 (1993) 175-198.
    • (1993) J. Comput. Graphical Statist. , vol.2 , pp. 175-198
    • Lange, K.L.1    Sinsheimer, J.S.2
  • 11
    • 0002864973 scopus 로고
    • ML estimation of the t distribution using EM and its extensions, ECM and ECME
    • Liu, C. and D.B. Rubin, ML estimation of the t distribution using EM and its extensions, ECM and ECME, Statist. Sinica, 5 (1995) 19-39.
    • (1995) Statist. Sinica , vol.5 , pp. 19-39
    • Liu, C.1    Rubin, D.B.2
  • 13
    • 0007068057 scopus 로고
    • A Bayesian approach to nonlinear calibration problems
    • Racin-Poon, A., A Bayesian approach to nonlinear calibration problems, J. Amer. Statist. Assoc., 83 (1988) 650-656.
    • (1988) J. Amer. Statist. Assoc. , vol.83 , pp. 650-656
    • Racin-Poon, A.1
  • 14
    • 0001380113 scopus 로고
    • Iteratively reweighted least squares
    • Wiley, New York
    • Rubin, D.B., Iteratively reweighted least squares, in: Encyclopedia of statistical sciences, Vol. 4 (Wiley, New York, 1983) 272-275.
    • (1983) Encyclopedia of Statistical Sciences , vol.4 , pp. 272-275
    • Rubin, D.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.