This paper provides an alternative to Albert's (1991, Biometrics 47, 1371-1381) approximation to the E-step when using the EM algorithm for parameter estimation in Markov mixture models. Use of a ...
A recursive procedure for initializing the Kalman filter is displayed. The recursion is for nonstationary state space models. The procedure imposes small computational and programming burden over and ...
Mixed model analyses via restricted maximum likelihood, fitting the so-called animal model, have become standard methodology for the estimation of genetic variances. Models involving multiple genetic ...