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

被引：5

作者：

Zheng, SR

Shi, NZ ^{[1
]}

Guo, JH

机构：

[1] NE Normal Univ, Sch Math & Stat, Changchun 130024, Peoples R China

[2] Jilin Univ, Inst Math, Changchun 130012, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS | 2005年 / 48卷 / 06期

基金：

中国国家自然科学基金;

关键词：

EM algorithm; linear model; maximum likelihood estimate; missing data;

D O I：

10.1360/03ys0275

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper discusses the maximum likelihood estimate of beta under linear inequalities A(0)beta >= a in a linear model with missing data, proposes the restricted EM algorithm and proves the convergence.

引用

页码：819 / 828

页数：10

共 10 条

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