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

Computational Statistics and Data Analysis

Volumn 50, Issue 5, 2006, Pages 1248-1271

  Seidel, Wilfried ^a   Sever, Krunoslav ^a   Ševčíková, Hana ^b  

^a HELMUT SCHMIDT UNIVERSITY   (Germany)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

EM algorithm; Global maximization; Gradient function; Intra simplex direction method; Maximum likelihood estimation; Mixture models; Vertex direction method; Vertex exchange method

Indexed keywords

FAILURE ANALYSIS; FUNCTIONS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; MIXTURES; OPTIMIZATION;

GRADIENT FUNCTION; MIXTURE MODELS; VERTEX DIRECTION METHOD;

STATISTICAL METHODS;

EID: 27644502899     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.11.016     Document Type: Article

References (5)

1. D. Böhning Computer-Assisted Analysis of Mixtures and Applications 1999 Chapman & Hall/CRC London
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3. B. Lindsay The geometry of mixture likelihoods a general theory Ann. Statist. 11 1983 86 94
4. B. Lindsay Mixture Models Theory, Geometry and Applications 1995 Institute of Mathematical Statistics Hayward, CA
5. G. McLachlan, and D. Peel Finite Mixture Models 2000 Wiley New York