On the rate of convergence of the ECME algorithm

DOI10.1016/S0167-7152(97)00103-XzbMath0897.62022OpenAlexW2089264272MaRDI QIDQ1382198

Abdallah Mkhadri

Publication date: 11 October 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00103-x

zbMATH Keywords

rate of convergenceEM algorithmincomplete datamissing dataECME algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• On the rate of convergence of the ECM algorithm
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence

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