Direct Calculation of the Information Matrix via the EM Algorithm
- 1 July 1999
- journal article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 61 (2) , 479-482
- https://doi.org/10.1111/1467-9868.00188
Abstract
Summary: A simple explicit formula is provided for the matrix of second derivatives of the observed data log-likelihood in terms of derivatives of the criterion function (conditional expectation of the complete data log-likelihood given the observed data) invoked by the EM algorithm.This publication has 0 references indexed in Scilit: