Maximum likelihood estimation of nonnegative trigonometric sum models using a Newton-like algorithm on manifolds

被引：16

作者：

Jose Fernandez-Duran, Juan ^{[1
]}

Mercedes Gregorio-Dominguez, Maria ^{[2
]}

机构：

[1] Inst Tecnol Autonomo Mexico, Dept Stat, Mexico City 01080, DF, Mexico

[2] Inst Tecnol Autonomo Mexico, Dept Actuarial Sci, Mexico City 01080, DF, Mexico

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2010年 / 4卷

关键词：

Differential geometry; maximum likelihood estimation; Newton algorithm; nonnegative Fourier series; smooth Riemann manifold;

D O I：

10.1214/10-EJS587

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In Fernandez-Duran [4], a new family of circular distributions based on nonnegative trigonometric sums (NNTS models) is developed. Because the parameter space of this family is the surface of the hypersphere, an efficient Newton-like algorithm on manifolds is generated in order to obtain the maximum likelihood estimates of the parameters

引用

页码：1402 / 1410

页数：9

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