On the maximization of likelihoods belonging to the exponential family using a Levenberg–Marquardt approach

DOI10.1080/00949655.2016.1238086OpenAlexW2525345483WikidataQ61649270 ScholiaQ61649270MaRDI QIDQ5106829

F. Vaggi, Ron Wehrens, Marco Giordan

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.0793

zbMATH Keywords

optimizationDirichlet distributiongeneralized linear modelscompositional dataAitchison distributionnatural link

Mathematics Subject Classification ID

Related Items (1)

Recursive parameter estimation algorithm of the Dirichlet hidden Markov model

Uses Software

• R
• Statmod
• Fahrmeir
• robCompositions
• BioMark

Cites Work

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• Numerical Analysis for Statisticians
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Small sample comparison of estimation methods for the beta distribution
• Analyzing Compositional Data with R
• Maximum likelihood estimation of dirichlet distributions
• A method for the solution of certain non-linear problems in least squares
• Multivariate statistical modelling based on generalized linear models.

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