An optimization algorithm for restricted estimation of normal distributions under linear inequalities

zbMATH Open1223.62089MaRDI QIDQ3071986FDOQ3071986

Authors: Jixia Wang, Jun-Fen Li, Peiping Shen 

Publication date: 5 February 2011

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zbMATH Keywords

EM algorithmmaximum likelihood estimationincomplete datamultivariate normal distribution model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Cited In (3)

• Title not available (Why is that?)
• Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data
• Restricted estimation of multivariate normal distributions under linear inequalities

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