Estimating restricted normal means using the EM-type algorithms and IBF sampling

zbMATH Open1081.62019MaRDI QIDQ3369433FDOQ3369433

Ming Tan, Guo-Liang Tian, Hong-Bin Fang

Publication date: 13 February 2006

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zbMATH Keywords

inverse Bayes formula sampling

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Parametric inference under constraints (62F30)

Cited In (3)

• EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
• Use of EM algorithm for data reduction under sparsity assumption
• Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression

Uses Software

• AS 257

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