On algorithms for restricted maximum likelihood estimation

DOI10.1016/S0167-9473(02)00345-6zbMath1429.62104MaRDI QIDQ956821

Mortaza Jamshidian

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

EM algorithm; equality constraints; Gaussian mixtures; inequality constraints; constraints; mixtures; constrained estimation; gradient projection; constrained maximum likelihood; restricted EM algorithm

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F30: Parametric inference under constraints

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