Numerical algorithms for constrained maximum likelihood estimation

DOI10.1017/S1446181100013171zbMath1187.65008OpenAlexW2135142626MaRDI QIDQ4461779

Zhengfeng Li, Tania Prvan, Michael R. Osborne

Publication date: 18 May 2004

Published in: The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446181100013171

zbMATH Keywords

constrained maximum likelihood estimation problemMLESOLSQP-type algorithm

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Methods of successive quadratic programming type (90C55)

Related Items (2)

A bivariate Sarmanov regression model for count data with generalised Poisson marginals ⋮ MULTIDIMENSIONAL CALIBRATION OF CRUDE OIL AND REFINED PRODUCTS VIA SEMIDEFINITE PROGRAMMING TECHNIQUES

Cites Work

• Unnamed Item
• Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
• Estimating Nonlinear Models by Maximum Likelihood for the Exponential Family
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Maximum Likelihood Estimation of Probabilistic Choice Models
• On Secant Updates for Use in General Constrained Optimization
• An Adaptive Nonlinear Least-Squares Algorithm
• Local and Superlinear Convergence for Partially Known Quasi-Newton Methods
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization

This page was built for publication: Numerical algorithms for constrained maximum likelihood estimation