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The constrained Fisher scoring method for maximum likelihood computation of a nonparametric mixing distribution

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Author Info
Yong Wang ()
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File URL: http://hdl.handle.net/10.1007/s00180-007-0106-4
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Publisher Info
Article provided by Springer in its journal Computational Statistics.

Volume (Year): 24 (2009)
Issue (Month): 1 (February)
Pages: 67-81
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Handle: RePEc:spr:compst:v:24:y:2009:i:1:p:67-81

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Related research
Keywords: Constrained Newton method; EM algorithm; Fisher scoring; Information matrix; Iteratively reweighted least squares; Mixture model; Nonparametric maximum likelihood;

References listed on IDEAS
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  1. Wang, Ji-Ping Z. & Lindsay, Bruce G., 2005. "A Penalized Nonparametric Maximum Likelihood Approach to Species Richness Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 942-959, September. [Downloadable!] (restricted)
  2. Efron, Bradley, 2004. "Large-Scale Simultaneous Hypothesis Testing: The Choice of a Null Hypothesis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 96-104, January. [Downloadable!] (restricted)
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This page was last updated on 2009-12-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.