On algorithms for restricted maximum likelihood estimation

Computational Statistics and Data Analysis

Volumn 45, Issue 2, 2004, Pages 137-157

  Jamshidian, Mortaza ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Constrained estimation; Constrained maximum likelihood; Constraints; EM algorithm; Equality constraints; Gaussian mixtures; Gradient projection; Inequality constraints; Mixtures; Restricted EM algorithm

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION;

GRADIENT PROJECTION (GP); LINER INEQUALITY CONSTRAINTS;

COMPUTATIONAL METHODS;

MAXIMUM LIKELIHOOD ANALYSIS;

EID: 1142304590     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00345-6     Document Type: Article

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