The expectation maximization (EM) algorithm is a popular, and often remarkably simple, method for maximum likelihood estimation in incomplete-data problems. One criticism of EM in practice is that ...
Procedures for calculating the additive genetic variance-covariance matrix and its inverse are adapted to accommodate the occurrence of mutations in the genome. The inverse matrix can be used in mixed ...
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
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