Duality of I Projections and Maximum Likelihood Estimation for Log-Linear Models Under Cone Constraints

DOI10.2307/2288876zbMath0702.62047OpenAlexW4243282803MaRDI QIDQ3481088

Jon H. Lemke, Richard L. Dykstra

Publication date: 1988

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2288876

zbMATH Keywords

algorithmiterative algorithmsmeasures of associationorder restrictionsFenchel duality theoremiterative proportional fitting procedurecone-constrained maximum likelihood estimation problemscone-restrictedgeneral log-linear modelsI projections of Kullback- Leibler typeleast squares projection onto isotonic conesmonotonic score modelmultinomial experimentspositive dependencyproportional-fitting procedure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (13)

\(A\)-hypergeometric distributions and Newton polytopes ⋮ Critical angles in polyhedral convex cones: Numerical and statistical considerations ⋮ A general duality approach to \(I\)-projections ⋮ Estimation of weighted multinomial probabilities under log-convex constraints ⋮ Maximum likelihood estimation via duality for cell probabilities subject to convex and log-convex constraints ⋮ On maximum likelihood estimation of cell probabilities in 2 × k contingency tables under negative dependence restrictions with various sampling schemes ⋮ Unified generalized iterative scaling and its applications ⋮ An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets ⋮ Symmetric measures via moments ⋮ Maximum likelihood estimates via duality for log-convex models when cell probabilities are subject to convex constraints ⋮ Order-restricted inference for monotone trend alternatives in contingency tables. ⋮ Applied regression analysis bibliography update 1988-89 ⋮ The analysis of contingency tables under inequality constraints

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