iBlog in Statistics

Title: Simultaneous Modelling of the Cholesky Decomposition of Several Covariance Matrices

Author: Pourahmadi, M; Daniels, MJ; Park, T

Source: JOURNAL OF MULTIVARIATE ANALYSIS, vol.98, no.3, pp.568-587, 2007

Descriptors: Common principal components; Longitudinal data; Maximum likelihood estimation; Missing data; Spectral decomposition; Variance-correlation decomposition

(RefWorks Listed; DL; PT)

Title: The EM algorithm - An Old Folk-Song Sung to a Fast New Tune

Author: Meng, XL; vanDyk, D

Source: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, vol.59, no.3, pp.511-540, 1997

Keywords:  data augmentation; expectation conditional maximization algorithm; expectation conditional maximization either algorithm; Gibbs sampler; incomplete data; Markov chain Monte Carlo method; missing data; model reduction; multivariate t-distributions; Poisson model; positron emission tomography; rate of convergence; sage algorithm

(RefWorks Listed; DL)

Title: Maximum Likelihood Estimation via the ECM Algorithm: A general Framework

Author: Meng, XL; Rubin, DB

Source: BIOMETRIKA,vol.80,no.2,pp.267-278,1993

Some Key Words: Baycsian inference; Conditional maximization; Constrained optimization; EM algorithm; Gibbs sampler; Incomplete data; Iterated conditional modes; Iterative proportional fitting; Missing data

(RefWorks Listed; DL)

Title: Statistical analysis with missing data

Author: Little, Roderick J. A.

Publisher: Hoboken, N.J. : Wiley-Interscience, c2002.