An alternating iterative method and its application in statistical inference

DOI10.1007/S10114-007-1017-6zbMath1144.62018OpenAlexW2010724129MaRDI QIDQ943523

Guorong Hu, Qing Cui, Ning-Zhong Shi

Publication date: 9 September 2008

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-007-1017-6

zbMATH Keywords

maximum likelihood estimationorder restrictionaccumulation pointsemi-convex function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Applications of mathematical programming (90C90)

Related Items (2)

Isotonic regression for metallic microstructure data: estimation and testing under order restrictions ⋮ Maximum likelihood estimation via duality for cell probabilities subject to convex and log-convex constraints

Cites Work

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• Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions
• Maximum likelihood estimation of isotonic normal means with unknown variances
• Maximum likelihood estimates via duality for log-convex models when cell probabilities are subject to convex constraints
• Local convexification of the Lagrangian function in nonconvex optimization
• Semismooth and Semiconvex Functions in Constrained Optimization
• A multivariate version of isotonic regression

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