On simulated EM algorithms

DOI10.1016/S0304-4076(99)00060-3zbMath0956.62019OpenAlexW1970574887MaRDI QIDQ1573364

Søren Feodor Nielsen

Publication date: 11 March 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00060-3

zbMATH Keywords

simulationEM algorithmimportance samplingincomplete dataasymptotic results

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (2)

How well do SEM algorithms imitate EM algorithms? A non-asymptotic analysis for mixture models ⋮ Estimation of the defect status on visual field longitudinal data

Uses Software

• Gibbsit

Cites Work

• On the convergence properties of the EM algorithm
• Asymptotic results for multiple imputation
• Calculating posterior distributions and modal estimates in Markov mixture models
• Extensions of estimation methods using the EM algorithm
• The stochastic EM algorithm: Estimation and asymptotic results
• Simulation and the Asymptotics of Optimization Estimators
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions
• Is Perfect Price Discrimination Really Efficient?: Welfare and Existence in General Equilibrium
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