Name
Title | ||
|---|---|---|
Maximum likelihood estimation of ordered multinomial probabilities by geometric programming |
Abstract | ||
|---|---|---|
We propose an efficient method to compute the maximum likelihood estimator of ordered multinomial probabilities. Using the monotonicity property of the likelihood function, we reformulate the estimation problem as a geometric program, a special type of mathematical optimization problem, which can be transformed into a convex optimization problem, and then solved globally and efficiently. We implement a numerical study to illustrate its computational merits in comparison to the m-PAV algorithm proposed by [Jewell, N.P., Kalbfleisch, J., 2004. Maximum likelihood estimation of ordered multinomial parameters. Biostatistics 5, 291-306]. We also apply our proposed method to the current status data in the above mentioned reference. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1016/j.csda.2008.10.021 | Computational Statistics & Data Analysis |
Keywords | Field | DocType |
maximum likelihood estimation,estimation problem,likelihood function,maximum likelihood estimator,geometric programming,multinomial probability,efficient method,convex optimization problem,multinomial parameter,mathematical optimization problem,maximum likelihood estimate,convex optimization,optimization problem | Econometrics,Monotonic function,Likelihood function,Multinomial distribution,Estimation theory,Maximum likelihood sequence estimation,Statistics,Restricted maximum likelihood,Geometric programming,Convex optimization,Mathematics | Journal |
Volume | Issue | ISSN |
53 | 4 | Computational Statistics and Data Analysis |
Citations | PageRank | References |
1 | 0.63 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Johan Lim | 1 | 63 | 10.95 |
| Xinlei Wang | 2 | 228 | 16.47 |
| Wanseok Choi | 3 | 1 | 0.63 |