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Multinomial and empirical likelihood under convex constraints
Title Multinomial and empirical likelihood under convex constraints Subtitle directions of recession, Fenchel duality, the PP algorithm Author info Marian Grendár, Vladimír Špitalský Author Grendár Marian 1969- (50%)
Co-authors Špitalský Vladimír 1973- (50%) UMBFP10 - Katedra matematiky
Source document Electronic Journal of Statistics. Vol. 11, no. 1 (2017), pp. 2547-2612. - [Shaker Heights] : Institute of Mathematical Statistics, 2017 Keywords contingency tables lineárne modely - linear models estimating equations Language English Country United States of America systematics 51 Annotation The primal problem of multinomial likelihood maximization restricted to a convex closed subset of the probability simplex is studied. A solution of this problem may assign a positive mass to an outcome with zero count. Such a solution cannot be obtained by the widely used, simplified Lagrange and Fenchel duals. Related flaws in the simplified dual problems, which arise because the recession directions are ignored, are identified and the correct Lagrange and Fenchel duals are developed. Public work category ADC No. of Archival Copy 40086 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika 
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