کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10524545 | 957568 | 2005 | 24 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The restricted EM algorithm under inequality restrictions on the parameters
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: The restricted EM algorithm under inequality restrictions on the parameters The restricted EM algorithm under inequality restrictions on the parameters](/preview/png/10524545.png)
چکیده انگلیسی
One of the most powerful algorithms for maximum likelihood estimation for many incomplete-data problems is the EM algorithm. The restricted EM algorithm for maximum likelihood estimation under linear restrictions on the parameters has been handled by Kim and Taylor (J. Amer. Statist. Assoc. 430 (1995) 708-716). This paper proposes an EM algorithm for maximum likelihood estimation under inequality restrictions A0β⩾0, where β is the parameter vector in a linear model W=Xβ+ε and ε is an error variable distributed normally with mean zero and a known or unknown variance matrix Σ>0. Some convergence properties of the EM sequence are discussed. Furthermore, we consider the consistency of the restricted EM estimator and a related testing problem.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 92, Issue 1, January 2005, Pages 53-76
Journal: Journal of Multivariate Analysis - Volume 92, Issue 1, January 2005, Pages 53-76
نویسندگان
Ning-Zhong Shi, Shu-Rong Zheng, Jianhua Guo,