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On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors |
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| Authors: | KOWALSKI, JEANNE TU, XIN M. DAY, ROGER S. MENDOZA-BLANCO, JOSE |
| Affiliation: | Department of Mathematics and Statistics, University of Pittsburgh Pittsburgh, Pennsylvania 15260, U.S.A. e-mail: JJK+{at}pitt.edu xintu+{at}pitt.edu Department of Biostatistics, University of Pittsburgh Pittsburgh, Pennsylvania 15260, U.S.A. e-mail: day{at}zydeco.pci.upmc.edu Universidad Nacional Autónoma de México, Facultad de Ciencias, Departamento de Matemáticas Circuito Exterior, Cd. Universitaria. c.p. 04510, México, D.F., México e-mail: jmendoza{at}escher.fciencias.unam.mx |
| Abstract: | |
| Keywords: | ECME EM Maximum likelihood Step-length Newton's method t-distribution |
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