Publication:4328418
From MaRDI portal
zbMath0813.62021MaRDI QIDQ4328418
Publication date: 6 June 1995
rate of convergence; Newton's method; EM algorithm; maximum likelihood estimation; survival analysis; Dirichlet distribution; robust regression; gradient algorithm; global convergence properties; M-step
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
65C99: Probabilistic methods, stochastic differential equations
Related Items
Coupling a stochastic approximation version of EM with an MCMC procedure, Generalized Linear Latent Variable Models for Repeated Measures of Spatially Correlated Multivariate Data, An algorithm based on discrete response regression models suitable to correct the bias of non-response in surveys with several capture tries, Review and implementation of cure models based on first hitting times for Wiener processes, One-step sparse estimates in nonconcave penalized likelihood models, Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM, Analysis of longitudinal data with intermittent missing values using the stochastic EM algorithm, Surrogate maximization/minimization algorithms and extensions, Parameter constraints in generalized linear latent variable models, Global dynamics of a system governing an algorithm for regression with censored and non-censored data under general errors., An iterative estimating procedure for probit-type nonresponse models in surveys with call backs, Convergence of a stochastic approximation version of the EM algorithm, MM algorithms for generalized Bradley-Terry models., The restricted EM algorithm under inequality restrictions on the parameters, Variable selection using MM algorithms, A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data