{"title":"拟似然及其Em算法的推广","authors":"C. Heyde, R. Morton","doi":"10.1111/J.2517-6161.1996.TB02084.X","DOIUrl":null,"url":null,"abstract":"This paper is concerned with situations in which there are missing or otherwise incomplete data and the full likelihood may not be available. Extensions of the EM algorithm are developed to deal with estimation via general estimating functions and in particular the quasi-score. The E-step is replaced by projecting the quasi-score and the M-step requires the solution of an estimating equation. The standard EM algorithm can be obtained as a particular case if the likelihood is available.","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"1 1","pages":"317-327"},"PeriodicalIF":0.0000,"publicationDate":"1996-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"36","resultStr":"{\"title\":\"Quasi‐Likelihood and Generalizing the Em Algorithm\",\"authors\":\"C. Heyde, R. Morton\",\"doi\":\"10.1111/J.2517-6161.1996.TB02084.X\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper is concerned with situations in which there are missing or otherwise incomplete data and the full likelihood may not be available. Extensions of the EM algorithm are developed to deal with estimation via general estimating functions and in particular the quasi-score. The E-step is replaced by projecting the quasi-score and the M-step requires the solution of an estimating equation. The standard EM algorithm can be obtained as a particular case if the likelihood is available.\",\"PeriodicalId\":17425,\"journal\":{\"name\":\"Journal of the royal statistical society series b-methodological\",\"volume\":\"1 1\",\"pages\":\"317-327\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1996-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"36\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the royal statistical society series b-methodological\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1111/J.2517-6161.1996.TB02084.X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the royal statistical society series b-methodological","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/J.2517-6161.1996.TB02084.X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Quasi‐Likelihood and Generalizing the Em Algorithm
This paper is concerned with situations in which there are missing or otherwise incomplete data and the full likelihood may not be available. Extensions of the EM algorithm are developed to deal with estimation via general estimating functions and in particular the quasi-score. The E-step is replaced by projecting the quasi-score and the M-step requires the solution of an estimating equation. The standard EM algorithm can be obtained as a particular case if the likelihood is available.
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