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• W2076201826 abstract "We propose multivariate tobit factor analysis models by assuming multivariate t-distribution error in tobit factor analysis. To circumvent direct calculation of the intractable likelihood function, we apply the MCEM algorithm to obtain the MLEs with its E-step made feasible by Monte Carlo estimates and its M-step greatly simplified under Conditional Maximization. Standard errors are evaluated by using Louis's method. The algorithm was illustrated through a simulation study." @default.
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• W2076201826 date "2009-12-08" @default.
• W2076201826 modified "2023-10-18" @default.
• W2076201826 title "Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution" @default.
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• W2076201826 doi "https://doi.org/10.1080/03610910902898440" @default.
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