The restricted EM algorithm under inequality restrictions on the parameters

DOI10.1016/S0047-259X(03)00134-9zbMath1065.62033OpenAlexW4243235988MaRDI QIDQ2486172

Ning-Zhong Shi, Shurong Zheng, Jian-hua Guo

Publication date: 5 August 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00134-9

zbMATH Keywords

EM algorithmMaximum likelihood estimationIncomplete dataFixed pointMultivariate normal model

Mathematics Subject Classification ID

Related Items (11)

Use of EM algorithm for data reduction under sparsity assumption ⋮ The EM algorithm for ML estimators under nonlinear inequalities restrictions on the parameters ⋮ Constrained fuzzy evidential multivariate model identified by EM algorithm: a soft sensor to monitoring imprecise and uncertain process parameters ⋮ EM algorithm of the truncated multinormal distribution with linear restriction on the variables ⋮ Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data ⋮ Constrained inference in mixed-effects models for longitudinal data with application to hearing loss ⋮ Constrained inference for generalized linear models with incomplete covariate data ⋮ EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions ⋮ Is EM really necessary here? Examples where it seems simpler not to use EM ⋮ Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities ⋮ Testing for generalized linear mixed models with cluster correlated data under linear inequality constraints

Uses Software

• AS 225

Cites Work

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