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

Wojciech Pieczynski

CNRS SAMOVAR UMR 5157

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

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).

Titre traduit de la contribution	On convergence of the iterative conditional estimation
langue originale	Français
Pages (de - à)	457-460
Nombre de pages	4
journal	Comptes Rendus Mathematique
Volume	346
Numéro de publication	7-8
Les DOIs	https://doi.org/10.1016/j.crma.2008.02.023
état	Publié - 1 avr. 2008
Modification externe	Oui

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10.1016/j.crma.2008.02.023

Contient cette citation

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Sur la convergence de l'estimation conditionnelle itérative

Résumé

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