Seminario Bent Jorgensen, dia 10, as 16h

["Clarice G.B. Demetrio" <clarice@esalq.usp.br>]

Efficient Estimation for Incomplete Multivariate Data
Bent Jorgensen

We compare the Fisher scoring and EM algorithms for incomplete
multivariate data, and investigate the corresponding estimating functions
under second-moment assumptions. We propose a hybrid algorithm, where
Fisher scoring is used for the mean vector and the EM algorithm for the
covariance matrix. A bias-corrected estimate for the covariance matrix is
obtained. This is joint work with Hans Chr. Petersen.

data: 10/08/2009, 16h
local: Departamento de Ciências Exatas, ESALQ/USP

Saudaç~es, Clarice
-- 
Clarice Garcia Borges Demétrio
Departamento de Ciências Exatas
Escola Superior de Agricultura "Luiz de Queiroz"
Universidade de São Paulo,
13418-900 Piracicaba, SP
Brasil
phone: 55 19 34294144 R216


Biometry, the active pursuit of biological knowledge by quantitative
methods.? ? R.A. Fisher, 1948