A constrained maximum-likelihood approach to estimating switching regressions (Q811064)
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scientific article; zbMATH DE number 4215205
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A constrained maximum-likelihood approach to estimating switching regressions |
scientific article; zbMATH DE number 4215205 |
Statements
A constrained maximum-likelihood approach to estimating switching regressions (English)
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1991
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switching-regression model
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constrained maximum-likelihood
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consistent
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asymptotically normal
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efficient
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EM algorithm
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constrained maximizers of the likelihood function
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0.8802832961082458
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0.8023805022239685
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0.773797869682312
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0.7731272578239441
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