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

DOI10.1016/S0167-7152(97)00010-2MaRDI QIDQ1373986zbMATH OpenFDO

Authors Xiaomi Hu

Publication date 17 December 1997

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

zbMATH Keywords

projectionmaximum-likelihood estimationorder-restricted inferenceBayes riskloss functionstrictly convex function

Mathematics Subject Classification ID

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

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

Cites work

• scientific article; zbMATH DE number 46578 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3441150 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice
• A Likelihood Ratio Test Regarding Two Nested but Oblique Order-Restricted Hypotheses
• An Algorithm for Restricted Least Squares Regression
• Conditional Expectation Given A $\sigma$-Lattice and Applications
• Testing non-oblique hypotheses

Cited in

(15)

• Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
• Optimizing in the class of Fuller modified limited information maximum likelihood estimators
• scientific article; zbMATH DE number 1545331 (Why is no real title available?)
• Restricted multinomial maximum likelihood estimation based upon Fenchel duality
• On the bias and mean-square error of order-restricted maximum likelihood estimators
• Maximum likelihood estimation and uniform inference with sporadic identification failure
• Maximum-Likelihood Estimation, the CramÉr–Rao Bound, and the Method of Scoring With Parameter Constraints
• Concentration probabilities for restricted and unrestricted MLEs
• scientific article; zbMATH DE number 5494141 (Why is no real title available?)
• Bounding maximum likelihood estimates based on incomplete ordered data
• Maximum set estimators with bounded estimation error
• Application of the limit of truncated isotonic regression in optimization subject to isotonic and bounding constraints
• Optimality of the restricted MLE under the Pitman criterion
• Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators
• Single-index mixture cure model under monotonicity constraints

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)