MAXIMUM-LIKELIHOOD COMPUTATIONS WITH REPEATED MEASURES - APPLICATION OF THE EM-ALGORITHM

被引：279

作者：

LAIRD, N

LANGE, N

STRAM, D

机构：

[1] MIT,DEPT MATH,CAMBRIDGE,MA 02139

[2] RADIAT EFFECTS RES FDN,HIROSHIMA 730,JAPAN

来源：

关键词：

D O I：

10.2307/2289129

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：97 / 105

页数：9

共 30 条

[1] ASYMPTOTICALLY EFFICIENT ESTIMATION OF COVARIANCE MATRICES WITH LINEAR STRUCTURE
ANDERSON, TW
[J]. ANNALS OF STATISTICS, 1973, 1 (01) : 135 - 141
[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM
[3] MAXIMUM-LIKELIHOOD ESTIMATES IN THE MULTIVARIATE NORMAL WITH PATTERNED MEAN AND COVARIANCE VIA THE EM ALGORITHM
ANDRADE, DF
HELMS, RW
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1984, 13 (18) : 2239 - 2251
[4] AZZALINI A, 1985, GROWTH CURVES ANAL P
[5] BEALE EML, 1975, J ROY STAT SOC B MET, V37, P129
[6] COOK N, 1982, FORTRAN PROGRAM RAND
[7] ESTIMATION IN COVARIANCE COMPONENTS MODELS
DEMPSTER, AP
RUBIN, DB
TSUTAKAWA, RK
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (374) : 341 - 353
[8] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM
DEMPSTER, AP
LAIRD, NM
RUBIN, DB
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01): : 1 - 38
[9] Dongarra JJ, 1979, LINPACK USERS GUIDE
[10] GERALD CF, 1970, APPLIED NUMERICAL AN