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Article: A note on the binomial model with simplex constraints

TitleA note on the binomial model with simplex constraints
Authors
KeywordsConstrained binomial model
DA algorithm
EM algorithm
Simplex constraints
Issue Date2011
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda
Citation
Computational Statistics And Data Analysis, 2011, v. 55 n. 12, p. 3381-3385 How to Cite?
AbstractLiu (2000) considered maximum likelihood estimation and Bayesian estimation in a binomial model with simplex constraints using the expectationmaximization (EM) and data augmentation (DA) algorithms. By introducing latent variables Zij and Yij (to be defined later), he formulated the constrained parameter problem into a missing data problem. However, the derived DA algorithm does not work because he actually assumed that the Yij are known. Furthermore, although the final results from the derived EM algorithm are correct, his findings are based on the assumption that the Yij are observable. This note provides a correct DA algorithm. In addition, we obtained the same E-step and M-step under the assumption that the Yij are unobservable. A real example is used for illustration. © 2011 Elsevier B.V. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/139707
ISSN
2015 Impact Factor: 1.179
2015 SCImago Journal Rankings: 1.283
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorTian, GLen_HK
dc.contributor.authorNg, KWen_HK
dc.contributor.authorYu, PLHen_HK
dc.date.accessioned2011-09-23T05:54:42Z-
dc.date.available2011-09-23T05:54:42Z-
dc.date.issued2011en_HK
dc.identifier.citationComputational Statistics And Data Analysis, 2011, v. 55 n. 12, p. 3381-3385en_HK
dc.identifier.issn0167-9473en_HK
dc.identifier.urihttp://hdl.handle.net/10722/139707-
dc.description.abstractLiu (2000) considered maximum likelihood estimation and Bayesian estimation in a binomial model with simplex constraints using the expectationmaximization (EM) and data augmentation (DA) algorithms. By introducing latent variables Zij and Yij (to be defined later), he formulated the constrained parameter problem into a missing data problem. However, the derived DA algorithm does not work because he actually assumed that the Yij are known. Furthermore, although the final results from the derived EM algorithm are correct, his findings are based on the assumption that the Yij are observable. This note provides a correct DA algorithm. In addition, we obtained the same E-step and M-step under the assumption that the Yij are unobservable. A real example is used for illustration. © 2011 Elsevier B.V. All rights reserved.en_HK
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csdaen_HK
dc.relation.ispartofComputational Statistics and Data Analysisen_HK
dc.subjectConstrained binomial modelen_HK
dc.subjectDA algorithmen_HK
dc.subjectEM algorithmen_HK
dc.subjectSimplex constraintsen_HK
dc.titleA note on the binomial model with simplex constraintsen_HK
dc.typeArticleen_HK
dc.identifier.emailTian, GL: gltian@hku.hken_HK
dc.identifier.emailNg, KW: kaing@hkucc.hku.hken_HK
dc.identifier.emailYu, PLH: plhyu@hkucc.hku.hken_HK
dc.identifier.authorityTian, GL=rp00789en_HK
dc.identifier.authorityNg, KW=rp00765en_HK
dc.identifier.authorityYu, PLH=rp00835en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.csda.2011.06.005en_HK
dc.identifier.scopuseid_2-s2.0-79961166869en_HK
dc.identifier.hkuros194805en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-79961166869&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume55en_HK
dc.identifier.issue12en_HK
dc.identifier.spage3381en_HK
dc.identifier.epage3385en_HK
dc.identifier.eissn1872-7352-
dc.identifier.isiWOS:000294935600025-
dc.publisher.placeNetherlandsen_HK
dc.identifier.scopusauthoridTian, GL=25621549400en_HK
dc.identifier.scopusauthoridNg, KW=7403178774en_HK
dc.identifier.scopusauthoridYu, PLH=7403599794en_HK
dc.identifier.citeulike9515120-

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