Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials

DOI10.1016/j.csda.2004.11.016zbMath1431.62130OpenAlexW2064929638MaRDI QIDQ959225

Hana Ševčíková, Krunoslav Sever, Seidel, Wilfried

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.11.016

zbMATH Keywords

EM algorithmmaximum likelihood estimationgradient functionmixture modelsglobal maximizationintra-simplex direction methodvertex direction methodvertex exchange method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05)

Related Items (2)

Mixture Composite Regression Models with Multi-type Feature Selection ⋮ Editorial: Advances in mixture models

Cites Work

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• The geometry of mixture likelihoods: A general theory
• An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution

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