메뉴 건너뛰기




Volumn 87, Issue 3, 2000, Pages 651-662

ECM algorithms that converge at the rate of EM

Author keywords

Conjugate directions algorithm; ECM algorithm; EM algorithm; Missing data; Orthogonal parameters; Rate of convergence

Indexed keywords


EID: 33746386802     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/87.3.651     Document Type: Article
Times cited : (26)

References (15)
  • 2
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the EM algorithm
    • DEMPSTER, A. P., LAIRD, N. M. & RUBIN, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm (with Discussion). J. R. Statist. Soc. B 39, 1-38.
    • (1977) J. R. Statist. Soc. B , vol.39 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 3
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • HAMILTON, J. D. (1989). A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 57, 357-84.
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 4
    • 70350342015 scopus 로고
    • Estimation, inference and forecasting of time series subject to changes in regime
    • Ed. G. S. Maddala, C. R. Rao and H. D. Vinod, Amsterdam: Elsevier Science Publishers B.V.
    • HAMILTON, J. D. (1993). Estimation, inference and forecasting of time series subject to changes in regime. In Handbook of Statistics, 11, Ed. G. S. Maddala, C. R. Rao and H. D. Vinod, pp. 231-60. Amsterdam: Elsevier Science Publishers B.V.
    • (1993) Handbook of Statistics , vol.11 , pp. 231-260
    • Hamilton, J.D.1
  • 5
    • 0022966316 scopus 로고
    • Unbalanced repeated measures models with structured covariance matrices
    • JENNRICH, R. I. & SCHLUCHTER, M. D. (1986). Unbalanced repeated measures models with structured covariance matrices. Biometrics 42, 805-20.
    • (1986) Biometrics , vol.42 , pp. 805-820
    • Jennrich, R.I.1    Schluchter, M.D.2
  • 7
    • 21344477603 scopus 로고
    • On the rate of convergence of the ECM algorithm
    • MENG, X. L. (1994). On the rate of convergence of the ECM algorithm. Ann. Statist. 22, 326-39.
    • (1994) Ann. Statist. , vol.22 , pp. 326-339
    • Meng, X.L.1
  • 8
    • 84864615423 scopus 로고
    • Using EM to obtain asymptotic variance-covariance matrices: The SEM algorithm
    • MENG, X. L. & RUBIN, D. B. (1991). Using EM to obtain asymptotic variance-covariance matrices: the SEM algorithm. J. Am. Statist. Assoc. 86, 899-909.
    • (1991) J. Am. Statist. Assoc. , vol.86 , pp. 899-909
    • Meng, X.L.1    Rubin, D.B.2
  • 9
    • 0040076175 scopus 로고
    • Recent extensions to the EM algorithm
    • Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford: Oxford University Press
    • MENG, X. L. & RUBIN, D. B. (1992). Recent extensions to the EM algorithm. In Bayesian Statistics 4, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 307-20. Oxford: Oxford University Press.
    • (1992) Bayesian Statistics , vol.4 , pp. 307-320
    • Meng, X.L.1    Rubin, D.B.2
  • 10
    • 0000251971 scopus 로고
    • Maximum likelihood estimation via the ECM algorithm: A general framework
    • MENG, X. L. & RUBIN, D. B. (1993). Maximum likelihood estimation via the ECM algorithm: A general framework. Biometrika 80, 267-78.
    • (1993) Biometrika , vol.80 , pp. 267-278
    • Meng, X.L.1    Rubin, D.B.2
  • 11
    • 0031536683 scopus 로고    scopus 로고
    • On the orderings and groupings of the conditional maximizations within ECM-type algorithms
    • VAN DYK, D. A. & MENG, X. L. (1997). On the orderings and groupings of the conditional maximizations within ECM-type algorithms. J. Comp. Graph. Statist. 6, 202-23.
    • (1997) J. Comp. Graph. Statist. , vol.6 , pp. 202-223
    • Van Dyk, D.A.1    Meng, X.L.2
  • 12
    • 0012626964 scopus 로고
    • Maximum likelihood estimation via the ECM algorithm: Computing the asymptotic variance
    • VAN DYK, D. A., MENG, X. L. & RUBIN, D. B. (1995). Maximum likelihood estimation via the ECM algorithm: Computing the asymptotic variance. Statist. Sinica 5, 55-75.
    • (1995) Statist. Sinica , vol.5 , pp. 55-75
    • Van Dyk, D.A.1    Meng, X.L.2    Rubin, D.B.3
  • 13
    • 0002210265 scopus 로고
    • On the convergence properties of the EM algorithm
    • WU, C. F. J. (1983). On the convergence properties of the EM algorithm. Ann. Statist. 11, 95-103.
    • (1983) Ann. Statist. , vol.11 , pp. 95-103
    • Wu, C.F.J.1
  • 15
    • 84946357749 scopus 로고
    • An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias
    • ZELLNER, A. (1962). An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias. J. Am. Statist. Assoc. 57, 348-68.
    • (1962) J. Am. Statist. Assoc. , vol.57 , pp. 348-368
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.