Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator

DOI10.1080/00031305.2015.1105151OpenAlexW2312195244WikidataQ58304044 ScholiaQ58304044MaRDI QIDQ5884419

Brendon M. Lapham, Iain L. MacDonald

Publication date: 21 March 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2015.1105151

zbMATH Keywords

EM algorithmnumerical optimalization

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Is EM really necessary here? Examples where it seems simpler not to use EM

Cites Work

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• Maximum penalized likelihood estimation for skew-normal and skew-\(t\) distributions
• Putting Background Information About Relative Risks into Conjugate Prior Distributions
• Numerical Maximisation of Likelihood: A Neglected Alternative to EM?
• The Bayesian Choice
• Linear Statistical Inference and its Applications
• Direct Calculation of the Variance of Maximum Penalized Likelihood Estimates via EM Algorithm