A constrained maximum-likelihood approach to estimating switching regressions (Q811064)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A constrained maximum-likelihood approach to estimating switching regressions |
scientific article; zbMATH DE number 4215205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained maximum-likelihood approach to estimating switching regressions |
scientific article; zbMATH DE number 4215205 |
Statements
A constrained maximum-likelihood approach to estimating switching regressions (English)
0 references
1991
0 references
switching-regression model
0 references
constrained maximum-likelihood
0 references
consistent
0 references
asymptotically normal
0 references
efficient
0 references
EM algorithm
0 references
constrained maximizers of the likelihood function
0 references
0 references
0 references
