Em algorithm of the truncated multinormal distribution with linear restriction on the variables
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/article/10.1007/s10255-018-0733-2/fulltext.html
Reference13 articles.
1. Gross, S.T., Lai, T.L. Nonparametric estimation and regression analysis with left-truncated and rightcensored data. J. Amer. Statist. Assoc., 91, 1166–1180 (1996)
2. Genz, A., Bretz, F. Computation of Multivariate Normal and t Probabilities, volume 195 of Lecture Notes in Statistics. Springer-Verlag, Heidelberg, 2009
3. He, S.Y., Yang, G.L. Estimation of regression parameters with left truncated data. Journal of Statistical Planning and Inference, 117: 99–122 (2003)
4. Horrace, W.C. Some results on the multivariate truncated normal distribution. Journal of Multivariate Analysis, 94: 209–221 (2005)
5. Kim, D.K., Taylor, J.M.G. The restricted EM algorithm for maximum likelihood estimation under linear restrictions on the parameters. J. Amer. Statist. Assoc, 430: 708–716 (1995)
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