Friedman, Craig; Huang, Jinggang; Zhang, Yangyong; Cao, … - In: International Journal of Data Analysis Techniques and … 4 (2012) 4, pp. 315-339
We present new, tractable methods to impute missing values based on conditional probability density functions that we estimate via copula and mixture models. Our methods exploit known analytical results concerning conditional distributions for the Arellano-Valle and Bolfarine's generalised...