응용통계연구 (The Korean Journal of Applied Statistics)

  • 제7권2호
  • /
  • Pages.145-157
  • /
  • 1994
  • /
  • 1225-066X(pISSN)
  • /
  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

확률적 순서를 갖는 다변량분포에서 불완전자료에 의한 추정

Estimation from Incomplete Data in Multivariate Distributions under Stochastic Ordering

  • Kwang Mo Jeoung (Department of Statistics, Pusan National University, Kumjung ku, Pusan 609-735, Korea)
  • 발행 : 1994.09.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

확률적 순서관계를 갖는 다변량분포에서 얻어진 자료가 결측값을 갖는 불완전한 자료일 때, EM 알고리즘을 이용한 최우추정법을 논의하였다. 본 논문에서는 관찰값들이 부분적으로 분류된 분할표자료에 국한하여 연구되었으며 기존의 동위회귀추정 프로그램을 써서 EM을 수행할 수 있는 이점이 있다. 예를 통하여 제안된 추정법을 설명한다.

For multivariate distributions satisfying stochastic ordering, we suggest maximum likelihood estimation with incomplete data via an EM algorithm. In this paper we restrict our attention to the contingency tables with partially cross-classified observations. We may use the existing isotonic regression program to implement EM algorithm, and we illustrate the estimation process through an example.

키워드

참고문헌

  1. Statistical Inference Under Order Restrictions Barlow,R.E.;Bartholomew,D.J.;Bremner,J.M.;Brunk,H.D.
  2. Journal of the American Statistical Association v.67 The Isotonic Regression Problem and Its Dual Barlow,R.E.;Brunk,H.D.
  3. Applied Statistics v.33 Isotonic Regression in Two independent Variables Bril,G.;Dykstra,R.;Pillers,C.;Robertson,T.
  4. Journal of the American Statistical Association v.61 Maximum Likelihood Estimaiton of the Distribution of Two Stochastically Ordered Random Variables Brunk,H.D.;Franck,W.E.;Hanson,D.L.;Hogg,R.V.
  5. Journal of Royal Statistical Society, Ser B v.39 Maximum Likelihood Estimation from Incomplete Data via the EM Algorithm (with Discussion) Dempster,A.P.;Laird,N.M.;Rubin,D.B.
  6. Journal of the American Statistical Association v.77 Maximum Likelihood Estimation of the Survival Functions of Stochastically Ordered Random Variables Dykstra,R.L.
  7. The Annals of Statistics v.10 An Algorithm for Isotonic Regression for Two or More Independent Variables Dykstra,R.L.;Robertson,T.
  8. The Analysis of Cross-Classified Categorical Data Fienerg,S.E.
  9. Journal of the American Statistical Association v.77 Maximum Likelihood Estimation and Model Selection in Contingency Tables with Missing Data Fuchs,C.
  10. The Annals of Statistics v.2 Loglinear Models for Frequency Tables Derived by Indirect Observation: Maximum Likelihood Equations Haberman,S.J.
  11. Foundations of Statistical Inference Maximum Likelihood Estimates for Stochastically Ordered Multinomial Populations with Fixed and Random Zeros Lee,C.C.
  12. Statistical Analysis with Missing Data Little,R.J.A.;Rubin,D.B.
  13. Journal of Multivariate Analysis v.38 Testing for and Against a Stochastic Ordering Between Multivariate Multinomial Populations Lucas,L.A.;Wright,F.T.
  14. Biometrika v.90 Maximum Likelihood Estimation via the ECM Algorithm: A General Framework Meng,X.L.;Rubin,D.B.
  15. The Annals of Statistics v.2 On the Maximum Likelihood Estimation of Stochastically Ordered Random Variates Robertson,T.;Wright,F.T.
  16. The Annals of Statistics v.9 Likelihood Ratio Tests for and Against a Stochastic Ordering Between Multinomial Populations Robertson,T.;Wright,F.T.
  17. Journal of the American Statistical Association v.84 Estimation of Multivariate Distributions Under Stochastic Ordering Sampson,A.R.;Whitaker,L.R.
  18. Annals of Statistics v.11 On the Convergence Properties of the EM Algorithm Wu,C.F.J.