Distribution parameter estimates were computed using the expectation-maximization algorithm, a missing information technique. Results of the one-sample chi-square goodness-of-fit test showed a fairly ...

The ML solutions are obtained via the expectation–maximization algorithm. Application and efficiencies of the method are demonstrated and tested using a set of simulated data.

In this paper we modify the expectation maximization algorithm in order to estimate the parameters of the dynamic factor model on a dataset with an arbitrary pattern of missing data. We also extend ...