An analysis of precision in estimation with the stochastic EM algorithm

DOI10.1214/25-EJS2405MaRDI QIDQ6924892zbMATH OpenFDO

Authors Alexander B. Sharp, Ryan P. Browne

Publication date 26 September 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-2/An-analysis-of-precision-in-estimation-with-the-stochastic-EM/10.1214/25-EJS2405.full

zbMATH Keywords

expectation-maximization (EM) algorithmextreme value theoryMarkov chains

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32) Markov processes: hypothesis testing (62M02)

Cites work

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• Mixing Conditions for Markov Chains
• On the convergence properties of the EM algorithm
• On the Rate of Convergence of Linear Combinations of Absolute Order Statistics to the Normal Law
• Statistical inference for partially observed Markov-modulated diffusion risk model
• The distribution of the sum of independent gamma random variables
• The stochastic EM algorithm: Estimation and asymptotic results

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