Sur la convergence de l'estimation conditionnelle itérative

Wojciech Pieczynski

doi:10.1016/j.crma.2008.02.023

Sur la convergence de l'estimation conditionnelle itérative

Translated title of the contribution: On convergence of the iterative conditional estimation

Wojciech Pieczynski

CNRS SAMOVAR UMR 5157

Research output: Contribution to journal › Article › peer-review

Abstract

The iterative conditional estimation (ICE) is an iterative estimation method of the parameters in the case of incomplete data. Its use asks for relatively weak hypotheses and it can be performed in relatively complex situations, as in triplet Markov models. The aim of this Note is to express a general theorem of convergence of ICE, and to show its applicability in the problem of the estimation of the proportions in a mixture of multivariate distributions. To cite this article: W. Pieczynski, C. R. Acad. Sci. Paris, Ser. I 346 (2008).

Translated title of the contribution	On convergence of the iterative conditional estimation
Original language	French
Pages (from-to)	457-460
Number of pages	4
Journal	Comptes Rendus Mathematique
Volume	346
Issue number	7-8
DOIs	https://doi.org/10.1016/j.crma.2008.02.023
Publication status	Published - 1 Apr 2008
Externally published	Yes

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abstract = "The iterative conditional estimation (ICE) is an iterative estimation method of the parameters in the case of incomplete data. Its use asks for relatively weak hypotheses and it can be performed in relatively complex situations, as in triplet Markov models. The aim of this Note is to express a general theorem of convergence of ICE, and to show its applicability in the problem of the estimation of the proportions in a mixture of multivariate distributions. To cite this article: W. Pieczynski, C. R. Acad. Sci. Paris, Ser. I 346 (2008).",

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AB - The iterative conditional estimation (ICE) is an iterative estimation method of the parameters in the case of incomplete data. Its use asks for relatively weak hypotheses and it can be performed in relatively complex situations, as in triplet Markov models. The aim of this Note is to express a general theorem of convergence of ICE, and to show its applicability in the problem of the estimation of the proportions in a mixture of multivariate distributions. To cite this article: W. Pieczynski, C. R. Acad. Sci. Paris, Ser. I 346 (2008).

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JF - Comptes Rendus Mathematique

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Sur la convergence de l'estimation conditionnelle itérative

Abstract

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