Three ways of implementing the EM algorithm when parameters are not identifiable

DOI10.1002/1521-4036(200105)43:2%3C207::AID-BIMJ207%3E3.0.CO;2-HMaRDI QIDQ2748401zbMATH OpenOpenAlexFDO

Authors Jennifer S. K. Chan, Anthony Yung Cheung Kuk

Publication date 14 October 2001

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/1521-4036(200105)43:2%3C207::aid-bimj207%3E3.0.co;2-h

zbMATH Keywords

Identifiability constraintsIncomplete dataMonte Carlo methodsMultivariate order statistics modelsMultivariate probit regression

Mathematics Subject Classification ID

Statistics (62-XX) Monte Carlo methods (65C05)

Recommendations

• The Restricted EM Algorithm for Maximum Likelihood Estimation Under Linear Restrictions on the Parameters
• The stochastic EM algorithm: Estimation and asymptotic results
• Is EM really necessary here? Examples where it seems simpler not to use EM
• The EM algorithm for ML estimators under nonlinear inequalities restrictions on the parameters
• Convergence properties of the EM algorithm in constrained parameter spaces

Cites work

• Normal Order Statistics as Permutation Probability Models

Cited in

(4)

• A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models
• Sequential Monte Carlo EM for multivariate probit models
• A note on the binomial model with simplex constraints
• Copula analysis of mixture models

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