Algorithm AS 221: Maximum Likelihood Estimation of a Mixing Distribution

DOI10.2307/2348030zbMath0623.62038OpenAlexW69583391MaRDI QIDQ3761480

Rebecca DerSimonian

Publication date: 1986

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2348030

zbMATH Keywords

EM algorithmmaximum likelihood estimationexponential familycharacterization theoremmixing distributionFortran 66

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (12)

Bayesian and likelihood inference from equally weighted mixtures ⋮ Bootstrapping an empirical Bayes estimator of the distribution of historical controls in carcinogen bioassay ⋮ A review of reliable maximum likelihood algorithms for semiparametric mixture models ⋮ Nonparametric control for residual heterogeneity in modelling recurrent behaviour ⋮ Confidence intervals of the premiums of optimal bonus malus systems ⋮ The Teaching of Statistics in the Biological, Medical and Health Sciences: Some Comments and a Selected Bibliography ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ Partially projected gradient algorithms for computing nonparametric maximum likelihood estimates of mixing distributions ⋮ Maximum likelihood kernel density estimation: on the potential of convolution sieves ⋮ Exploring Extra-Binomial Variation in Teratology Data Using Continuous Mixtures ⋮ A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models ⋮ AS 221

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