Efficient ML Estimation of the Multivari
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Chuanhai Liu
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Article
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1999
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Elsevier Science
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English
โ 136 KB
It is well known that the maximum likelihood estimates (MLEs) of a multivariate normal distribution from incomplete data with a monotone pattern have closed-form expressions and that the MLEs from incomplete data with a general missing-data pattern can be obtained using the Expectation-Maximization