Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator

DOI10.1080/00031305.2015.1105151MaRDI QIDQ5884419zbMATH OpenOpenAlexWikidataFDO

Authors Brendon M. Lapham, Iain L. MacDonald

Publication date 21 March 2023

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00031305.2015.1105151

zbMATH Keywords

EM algorithmnumerical optimalization

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Direct Calculation of the Variance of Maximum Penalized Likelihood Estimates via EM Algorithm
• scientific article; zbMATH DE number 4159863 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 597899 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Maximum penalized likelihood estimation for skew-normal and skew-t distributions
• Numerical maximisation of likelihood: a neglected alternative to EM?
• Putting background information about relative risks into conjugate prior distributions
• The Bayesian Choice

Cited in

(1)

• Is EM really necessary here? Examples where it seems simpler not to use EM

This page was built for publication: Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5884419)