Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials (Q959225)

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scientific article; zbMATH DE number 5381625
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Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials
scientific article; zbMATH DE number 5381625

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    Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials (English)
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    11 December 2008
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    EM algorithm
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    global maximization
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    gradient function
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    intra-simplex direction method
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    maximum likelihood estimation
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    mixture models
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    vertex direction method
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    vertex exchange method
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