Convergence properties of the EM algorithm in constrained parameter spaces

DOI10.2307/3316118zbMath0942.62033OpenAlexW1979293691MaRDI QIDQ4944651

Dan Nettleton

Publication date: 24 August 2000

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

Full work available at URL: https://semanticscholar.org/paper/11166516403bd9ee4287cbfb9b76f7473eb73de6

zbMATH Keywords

EM algorithmincomplete datainequality constraintsorder-restricted inferenceECM algorithmAECM algorithmGEM algorithmrestricted maximum-likelihood estimate

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Nonlinear programming (90C30)

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