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On algorithms for restricted maximum likelihood estimation

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  • Jamshidian, Mortaza

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  • Jamshidian, Mortaza, 2004. "On algorithms for restricted maximum likelihood estimation," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 137-157, March.
    • Handle: RePEc:eee:csdana:v:45:y:2004:i:2:p:137-157
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    1. Dykstra, Robert R., 1988. "Trails South: The Wagon-Road Economy in the Dodge City-Panhandle Region. By C. Robert Haywood. Norman: University of Oklahoma Press, 1986. xv + 312 pp. Maps, illustrations, notes, bibliography, and in," Business History Review, Cambridge University Press, vol. 62(1), pages 157-158, April.
    2. Shi, Ning-Zhong & Jiang, Hua, 1998. "Maximum Likelihood Estimation of Isotonic Normal Means with Unknown Variances," Journal of Multivariate Analysis, Elsevier, vol. 64(2), pages 183-195, February.
    3. Shi, N. Z., 1994. "Maximum Likelihood Estimation of Means and Variances from Normal Populations Under Simultaneous Order Restrictions," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 282-293, August.
    4. Sik-Yum Lee & Sin-Yu Tsang, 1999. "Constrained maximum likelihood estimation of two-level covariance structure model via EM type algorithms," Psychometrika, Springer;The Psychometric Society, vol. 64(4), pages 435-450, December.
    5. Myron N. Chang & Daehyun Chung, 1998. "Isotonic Window Estimators of the Baseline Hazard Function in Cox's Regression Model Under Order Restriction," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 25(1), pages 151-161, March.
    6. Shin, Dong Wan & Park, Chul Gyu & Park, Taesung, 2001. "Testing for one-sided group effects in repeated measures study," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 233-247, August.
    7. Hans Nyquist, 1991. "Restricted Estimation of Generalized Linear Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(1), pages 133-141, March.
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    Cited by:

    1. Yuan Wu & Christina D. Chambers & Ronghui Xu, 2019. "Semiparametric sieve maximum likelihood estimation under cure model with partly interval censored and left truncated data for application to spontaneous abortion," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(3), pages 507-528, July.
    2. Ying Zhang & Lei Hua & Jian Huang, 2010. "A Spline‐Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval‐Censored Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 338-354, June.
    3. Rufibach, Kaspar, 2010. "An active set algorithm to estimate parameters in generalized linear models with ordered predictors," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1442-1456, June.
    4. T. Thomson & S. Hossain, 2018. "Efficient Shrinkage for Generalized Linear Mixed Models Under Linear Restrictions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 385-410, August.
    5. Minggen Lu, 2015. "Spline estimation of generalised monotonic regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(1), pages 19-39, March.
    6. Izsak, F., 2006. "Maximum likelihood estimation for constrained parameters of multinomial distributions--Application to Zipf-Mandelbrot models," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1575-1583, December.
    7. Yudong Wang & Zhi‐Sheng Ye & Hongyuan Cao, 2021. "On computation of semiparametric maximum likelihood estimators with shape constraints," Biometrics, The International Biometric Society, vol. 77(1), pages 113-124, March.
    8. Keiji Takai, 2012. "Constrained EM algorithm with projection method," Computational Statistics, Springer, vol. 27(4), pages 701-714, December.
    9. Pertaia Giorgi & Uryasev Stan, 2019. "Fitting heavy-tailed mixture models with CVaR constraints," Dependence Modeling, De Gruyter, vol. 7(1), pages 365-374, January.
    10. Lu, Minggen, 2010. "Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2528-2542, November.

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