The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters

DOI10.2307/2291083zbMath0826.62019OpenAlexW1606675827MaRDI QIDQ4844205

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Publication date: 10 October 1995

Full work available at URL: https://escholarship.org/uc/item/37q253fs

Lagrange multipliers maximum likelihood estimation bivariate normal model likelihood ratio tests linear restrictions profile likelihood confidence intervals restricted EM algorithm variance component model incomplete-data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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