On Recursive Estimation in Incomplete Data Models

DOI10.1080/02331880008802704MaRDI QIDQ4949637zbMATH OpenOpenAlexFDO

Authors Jian-Feng Yao

Publication date 24 January 2002

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880008802704

zbMATH Keywords

EM algorithmincomplete datarecursive estimationmixturesstochastic algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12) Stochastic approximation (62L20)

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Cites work

• Acceleration of Stochastic Approximation by Averaging
• Asymptotically efficient recursive estimation for incomplete data models using the observed information.
• Asymptotically efficient stochastic approximation
• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method
• Estimation of parameters in hidden Markov models
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• On asymptotically efficient recursive estimation
• Statistical analysis of finite mixture distributions
• Stochastic approximation methods for constrained and unconstrained systems
• Stochastic versions of the em algorithm: an experimental study in the mixture case
• Testing in locally conic models, and application to mixture models

Cited in

(12)

• A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
• Coupling a stochastic approximation version of EM with an MCMC procedure
• Recursive parameter estimation for semimartingales
• Maximum likelihood recursive state estimation: an incomplete-information based approach
• scientific article; zbMATH DE number 810985 (Why is no real title available?)
• Online recognition via a finite mixture of multivariate generalized Gaussian distributions
• Recursive estimation procedures for missing-data problems
• Three Stochastic Versions of the EM Algorithm for Estimating Longitudinal Rasch Model
• The S-U algorithm for missing data problems
• scientific article; zbMATH DE number 3886919 (Why is no real title available?)
• Almost sure convergence of Titterington's recursive estimator for mixture models
• Asymptotically efficient recursive estimation for incomplete data models using the observed information.

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