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

DOI10.2307/2291083zbMATH Open0826.62019OpenAlexW1606675827MaRDI QIDQ4844205FDOQ4844205

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Publication date: 10 October 1995

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

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zbMATH Keywords

maximum likelihood estimationLagrange multiplierslikelihood ratio testslinear restrictionsprofile likelihood confidence intervalsrestricted EM algorithmvariance component modelbivariate normal modelincomplete-data

Mathematics Subject Classification ID

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

Cited In (43)

• Convergence properties of the EM algorithm in constrained parameter spaces
• Constrained inference in mixed-effects models for longitudinal data with application to hearing loss
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• Constrained estimation and likelihood intervals for censored data
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• Risk Assessment for Quantitative Responses Using a Mixture Model
• Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data
• Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
• Hypothesis testing for neural cell growth experiments using a hybrid branching process model
• AN EXTENSION OF THE EM ALGORITHM FOR OPTIMIZATION OF CONSTRAINED LIKELIHOOD: AN APPLICATION IN TOXICOLOGY
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• Use of EM algorithm for data reduction under sparsity assumption
• Bayesian analysis of restricted penalized empirical likelihood
• Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data
• Large-sample hypothesis tests for stratified group-testing data
• Three ways of implementing the EM algorithm when parameters are not identifiable
• A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm
• Test of independence in a \(2\times 2\) contingency table with nonignorable nonresponse via constrained EM algorithm
• The restricted EM algorithm under linear inequalities in a linear model with missing data
• Theory and method for constrained estimation in structural equation models with incomplete data.
• A note on the binomial model with simplex constraints
• Estimating restricted normal means using the EM-type algorithms and IBF sampling
• EM algorithm of the truncated multinormal distribution with linear restriction on the variables
• Fitting heavy-tailed mixture models with CVaR constraints
• Is EM really necessary here? Examples where it seems simpler not to use EM
• Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
• Constrained EM algorithm with projection method
• The EM algorithm for ML estimators under nonlinear inequalities restrictions on the parameters
• The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
• Constrained estimation for the binomial AR(1) model: on Bayesian approach
• Simple Computation of Maximum Likelihood Estimates in Latent Class Model with Equality and Constant Constraints
• Constrained fuzzy evidential multivariate model identified by EM algorithm: a soft sensor to monitoring imprecise and uncertain process parameters
• Constrained maximum likelihood estimation of two-level covariance structure model via EM type algorithms
• The restricted EM algorithm under inequality restrictions on the parameters
• Semiparametrically efficient estimation of Euclidean parameters under equality constraints
• EM algorithm for maximum likelihood estimates of the parameters in censored linear regression models
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
• Testing for generalized linear mixed models with cluster correlated data under linear inequality constraints
• Empirical identifiability in finite mixture models
• On algorithms for restricted maximum likelihood estimation
• Constrained inference for generalized linear models with incomplete covariate data

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