UM ALGORITMO - EM - PARA IMPUTAÇÃO MÚLTIPLA DE DADOS CENSURADOS / MULTIPLE IMPUTATION IN MULTIVARIATE NORMAL DATA VIA A EM TYPE ALGORITHM

AUTOR(ES)
DATA DE PUBLICAÇÃO

2002

RESUMO

An EM algorithm was developed to parameter estimation of a multivariate truncate normal distribution. The multiple imputation is evaluated by the conditional expectation becoming the estimated values greater or lower than the observed value. The information matrix gives the confident interval to the parameter and values estimations. The proposed algorithm was tested with simulated and real data (where the normality is not followed).

ASSUNTO(S)

multivariate censored data dados censurados multivariados normal truncada multivariada truncated normal multivariate multiple imputation data. em algorithm imputacao multipla de dados algoritmo em

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