The E-MS Algorithm: Model Selection With Incomplete Data

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The E-MS Algorithm: Model Selection with Incomplete Data.

We propose a procedure associated with the idea of the E-M algorithm for model selection in the presence of missing data. The idea extends the concept of parameters to include both the model and the parameters under the model, and thus allows the model to be part of the E-M iterations. We develop the procedure, known as the E-MS algorithm, under the assumption that the class of candidate models...

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ژورنال

عنوان ژورنال: Journal of the American Statistical Association

سال: 2015

ISSN: 0162-1459,1537-274X

DOI: 10.1080/01621459.2014.948545