Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions

DOI10.1016/S0167-7152(97)00010-2zbMATH Open0945.62037MaRDI QIDQ1373986FDOQ1373986

Authors: Xiaomi Hu 

Publication date: 17 December 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Recommendations

• On the maximum likelihood estimator under order restrictions in uniform probability models
• Optimality of the restricted MLE under the Pitman criterion
• A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm
• Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions
• Restricted multinomial maximum likelihood estimation based upon Fenchel duality

zbMATH Keywords

projectionmaximum-likelihood estimationorder-restricted inferenceBayes riskloss functionstrictly convex function

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Algorithm for Restricted Least Squares Regression
• Conditional Expectation Given A $\sigma$-Lattice and Applications
• Testing non-oblique hypotheses
• A Likelihood Ratio Test Regarding Two Nested but Oblique Order-Restricted Hypotheses
• A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice

Cited In (15)

• Title not available (Why is that?)
• Single-index mixture cure model under monotonicity constraints
• On the bias and mean-square error of order-restricted maximum likelihood estimators
• Concentration probabilities for restricted and unrestricted MLEs
• Restricted multinomial maximum likelihood estimation based upon Fenchel duality
• Title not available (Why is that?)
• Bounding maximum likelihood estimates based on incomplete ordered data
• Maximum-Likelihood Estimation, the CramÉr–Rao Bound, and the Method of Scoring With Parameter Constraints
• Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
• Optimality of the restricted MLE under the Pitman criterion
• Application of the limit of truncated isotonic regression in optimization subject to isotonic and bounding constraints
• Maximum likelihood estimation and uniform inference with sporadic identification failure
• Optimizing in the class of Fuller modified limited information maximum likelihood estimators
• Maximum set estimators with bounded estimation error
• Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators

This page was built for publication: Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1373986)