Scoring with constraints

DOI10.1017/S1446181100011561MaRDI QIDQ4511559zbMATH OpenOpenAlexFDO

Authors Michael R. Osborne

Publication date 29 March 2001

Published in The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1446181100011561

zbMATH Keywords

equality constraintsFisher's method of scoringmaximum likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30)

Recommendations

• Fisher's Method of Scoring
• On constrained quasi-likelihood estimation
• Numerical algorithms for constrained maximum likelihood estimation
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• scientific article; zbMATH DE number 813691

Cites work

• A note on solving nonlinear equations and the natural criterion function
• Cyclic reduction, dichotomy, and the estimation of differential equations
• scientific article; zbMATH DE number 3744430 (Why is no real title available?)
• Two-way contingency tables for complex sampling schemes

Cited in

(10)

• A note on Silvey's (1959) theorem
• Adaptive algorithm for constrained least-squares problems
• A note on applying the BCH method under linear equality and inequality constraints
• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
• Estimating a single shelf-life for multiple batches
• Fisher's Method of Scoring
• On constrained quasi-likelihood estimation
• Internal slackening scoring methods
• Numerical algorithms for constrained maximum likelihood estimation
• A multi-step kernel–based regression estimator that adapts to error distributions of unknown form

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