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Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm

A. P. Dempster; N. M. Laird; Donald B. Rubin · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1977

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Summary A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value situations, applications to grouped, censored or truncated data, finite mixture models, variance component estimation, hyperparameter estimation, iteratively reweighted least squares and factor analysis.

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APA 7

Dempster, A. P, Laird, N. M, & Rubin, D. B. (1977). Maximum Likelihood from Incomplete Data Via the EM Algorithm. https://doi.org/10.1111/j.2517-6161.1977.tb01600.x

MLA

Dempster, A. P, et al. "Maximum Likelihood from Incomplete Data Via the EM Algorithm." 1977. https://doi.org/10.1111/j.2517-6161.1977.tb01600.x.

Chicago

Dempster, A. P, N. M. Laird, and Donald B. Rubin. 1977. "Maximum Likelihood from Incomplete Data Via the EM Algorithm.". https://doi.org/10.1111/j.2517-6161.1977.tb01600.x.

Harvard

Dempster, A. P, Laird, N. M. and Rubin, D. B. 1977, Maximum Likelihood from Incomplete Data Via the EM Algorithm, Journal of the Royal Statistical Society Series B (Statistical Methodology), available at: https://doi.org/10.1111/j.2517-6161.1977.tb01600.x [Accessed 6 Aug. 2026].

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Title
Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm
Author / contributors
A. P. Dempster; N. M. Laird; Donald B. Rubin
Publisher
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Publication year
1977
Language
English

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