The restricted EM algorithm under linear inequalities in a linear model with missing data

Science in China, Series A: Mathematics

Volumn 48, Issue 6, 2005, Pages 819-828

  Zheng, Shurong ^a,b   Shi, Ningzhong ^a   Guo, Jianhua ^a  

^a NORTHEAST NORMAL UNIVERSITY   (China)

^b JILIN UNIVERSITY   (China)

Author keywords

EM algorithm; Linear model; Maximum likelihood estimate; Missing data

Indexed keywords

EID: 21444448718     PISSN: 10069283     EISSN: None     Source Type: Journal    
DOI: 10.1360/03ys0275     Document Type: Article

References (10)

1. Dempster, A. P., Laird, N. M., Rubin, D. B., Maximum likelihood from incomplete data via the EM algorithm (with discussion), Journal of the Royal Statistical Society, Series B, 1977, 39: 1-38.
2. Little, R. J. A., Rubin, D. R., Statistical Analysis with Missing Data, 2nd ed., NewYork: Wiley, 1987.
3. Wu, C. F. J., On the convergence properties of the EM algorithm, The Annals of Statistics, 1983, 11: 95-103.
4. Zangwill, W. I., Nonlinear Programming: A Unified Approach, Englewood Cliffs: Prentice Hall, 1969.
5. Boyles, R. A., On the convergence of the EM algorithm, Journal of the Royal Statistical Society, Series B, 1983, 45: 47-50.
6. Kim, D. K., Taylor, J. M. G., The restricted EM algorithm for maximum likelihood estimation under linear restrictions on the parameters, Journal of the American Statistical Association, 1995, 430: 708-716.
7. Dykstra, R. L., Robertson, T., Silvapulle, M. J., Journal of Statistical Planning and Inference, 2002, 107, No 1-2.
8. Shi, N. Z., Zheng, S. R., Guo, J. H., The restricted EM algorithm under inequality restrictions on the parameters, Journal of Multivariate Analysis, 2005, 92: 53-76.
9. Dantig, G. B., Eaves, B. C., Studies in Optimization, Washington: Mathematical Association of America, 1974.
10. Liew, C. K., Inequality constrained least-squares estimation, Journal of the American Statistical Association, 1976, 71: 746-751.