Restricted multinomial maximum likelihood estimation based upon Fenchel duality
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Cites work
- An Algorithm for Restricted Least Squares Regression
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- scientific article; zbMATH DE number 193111 (Why is no real title available?)
- scientific article; zbMATH DE number 3456348 (Why is no real title available?)
- scientific article; zbMATH DE number 3509668 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- Likelihood ratio tests for and against a stochastic ordering between multinomial populations
- Maximum likelihood methods for linear and log-linear models in categorical data
- The Estimation and Comparison of Strengths of Association in Contingency Tables
Cited in
(32)- Testing for and against a set of inequality constraints: The \(k\)-sample case
- A tutorial on geometric programming
- Analysis of multinomial models under inequality constraints: applications to measurement theory
- Estimation of weighted multinomial probabilities under log-convex constraints
- Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality
- An infeasible interior-point algorithm for solving primal and dual geometric programs
- Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions
- Maximum likelihood estimates with order restrictions on probabilities and odds ratios: A geometric programming approach
- Nonparametric estimation of convex models via mixtures
- A global optimization approach for solving generalized nonlinear multiplicative programming problem
- Global optimization of generalized geometric programming
- Maximum likelihood estimates via duality for log-convex models when cell probabilities are subject to convex constraints
- Empirical likelihood ratio test for or against a set of inequality constraints.
- The analysis of contingency tables under inequality constraints
- Multinomial and empirical likelihood under convex constraints: directions of recession, Fenchel duality, the PP algorithm
- Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials
- Branch-reduction-bound algorithm for generalized geometric programming
- Likelihood ratio tests for and against ordering of the cumulative incidence functions in multiple competing risks and discrete mark variable models
- A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
- Inference on measurements of agreement using marginal association
- A nonisolated optimal solution for special reverse convex programming problems
- A deterministic global optimization algorithm for generalized geometric programming
- Range division and contraction algorithm for a class of global optimization problems
- Duality of I Projections and Maximum Likelihood Estimation for Log-Linear Models Under Cone Constraints
- Likelihood ratio test against a set of inequality constraints
- Maximum likelihood estimation via duality for cell probabilities subject to convex and log-convex constraints
- Maximum likelihood estimation of cell probabilities in constrained multinomial models
- Nonhomogeneous poisson processes as overhaul models
- Stochastic models for risky choices: a comparison of different axiomatizations
- A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm
- A new global optimization algorithm for signomial geometric programming via Lagrangian relaxation
- A robust algorithm for generalized geometric programming
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