Maximum-Likelihood Estimation, the CramÉr–Rao Bound, and the Method of Scoring With Parameter Constraints

DOI10.1109/TSP.2007.907814zbMath1390.94310OpenAlexW2096142642MaRDI QIDQ4567703

Brian M. Sadler, Richard J. Kozick, Terrence Moore

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2007.907814

Mathematics Subject Classification ID

Point estimation (62F10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (11)

On maximum likelihood estimation of the semi-parametric Cox model with time-varying covariates ⋮ A new MM algorithm for constrained estimation in the proportional hazards model ⋮ Online statistical inference for parameters estimation with linear-equality constraints ⋮ \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models ⋮ Regression analysis for the proportional hazards model with parameter constraints under case-cohort design ⋮ A multi-step kernel–based regression estimator that adapts to error distributions of unknown form ⋮ Estimation of the additive hazards model with linear inequality restrictions based on current status data ⋮ Statistical inference for generalized case-cohort design under the proportional hazards model with parameter constraints ⋮ Generalized case-cohort analysis for constrained estimation in the Cox’s model ⋮ Maximum penalized likelihood estimation of additive hazards models with partly interval censoring ⋮ Generalized case-cohort and inference for Cox’s model with parameter constraints

This page was built for publication: Maximum-Likelihood Estimation, the CramÉr–Rao Bound, and the Method of Scoring With Parameter Constraints