Parameter expansion for estimation of reduced rank covariance matrices <it>(Open Access publication)</it>

Parameter expansion for estimation of reduced rank covariance matrices <it>(Open Access publication)</it>

<p>Abstract</p> <p>Parameter expanded and standard expectation maximisation algorithms are described for reduced rank estimation of covariance matrices by restricted maximum likelihood, fitting the leading principal components only. Convergence behaviour of these algorithms is exam...

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Bibliographic Details
Main Author: Meyer Karin
Format: Article
Language:deu
Published: BMC 2008-01-01
Series:Genetics Selection Evolution
Subjects:
restricted maximum likelihood
reduced rank estimation
algorithms
expectation maximisation
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Online Access:http://www.gsejournal.org/content/40/1/3

Internet

http://www.gsejournal.org/content/40/1/3

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