On constrained maximum likelihood estimation with non-i.i.d. observations
From MaRDI portal
Publication:802243
DOI10.1007/BF02481968zbMath0553.62027MaRDI QIDQ802243
Publication date: 1984
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items (11)
A multi-step kernel–based regression estimator that adapts to error distributions of unknown form ⋮ Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints ⋮ Unnamed Item ⋮ Maximum likelihood estimation of the poisson distribution of r×c independent samples in the presence of linear constraints on the vector of parameters ⋮ Impact of a road safety layout on the severity of crashes ⋮ Constrained covariance matrix estimation in road accident modelling with Schur complements ⋮ Analytical existence of solutions to a system of nonlinear equations with application ⋮ An MM Algorithm for Constrained Estimation in a Road Safety Measure Modeling ⋮ A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling ⋮ An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study ⋮ A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
Cites Work
- The Lagrangian Multiplier Test
- Maximum-Likelihood Estimation of Parameters Subject to Restraints
- Martingale Central Limit Theorems
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Note on the Consistency of the Maximum Likelihood Estimate
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On constrained maximum likelihood estimation with non-i.i.d. observations
