The convergence rate of the TM algorithm of Edwards & Lauritzen

Biometrika

Volumn 89, Issue 2, 2002, Pages 478-483

  Sundberg, Rolf ^a  

^a STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

Conditional likelihood; Exponential family; Graphical chain model; Iterative method; Maximum likelihood estimation

Indexed keywords

EID: 10444274715     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/89.2.478     Document Type: Article

References (5)

1. DEMPSTER, A. P., LAIRD, N. & RUBIN, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm (with Discussion). J. R. Statist. Soc. B 39, 1-38.
2. EDWARDS, D. & LAURITZEN, S. L. (2001). The TM algorithm for maximising a conditional likelihood function. Biometrika 88, 961-72.
3. OSTROWSKI, A. M. (1960). Solution of Equations and Systems of Equations. New York: Academic Press.
4. SUNDBERG, R. (1974). Maximum likelihood theory for incomplete data from an exponential family. Scand. J. Statist. 1, 49-58.
5. SUNDBERG, R. (1976). An iterative method for solution of the likelihood equations for incomplete data from exponential families. Commun. Statist. B 5, 55-64.