A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data

DOI10.2307/3315718zbMath1066.62534OpenAlexW2020540640MaRDI QIDQ4243786

Shaolin Li, Ming Gao Gu

Publication date: 1998

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315718

zbMATH Keywords

EM algorithmstochastic approximationincomplete datamaximum likelihoodmissing data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Sequential statistical analysis (62L10)

Related Items (2)

Efficient on-line estimation of autoregressive parameters ⋮ Improving Estimates of Genetic Maps: A Maximum Likelihood Approach

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