Three Stochastic Versions of the EM Algorithm for Estimating Longitudinal Rasch Model
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Publication:4707006
DOI10.1081/SAC-120017492zbMath1075.62654OpenAlexW2069583102MaRDI QIDQ4707006
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Publication date: 4 June 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sac-120017492
Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to psychology (62P15)
Cites Work
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- On the convergence properties of the EM algorithm
- Parametric inference for imperfectly observed Gibbsian fields
- Marginal maximum likelihood estimation for the one-parameter logistic model
- The stochastic EM algorithm: Estimation and asymptotic results
- Markov chains for exploring posterior distributions. (With discussion)
- Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions
- Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method
- Maximum Likelihood Algorithms for Generalized Linear Mixed Models
- On Recursive Estimation in Incomplete Data Models
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