Maximum Likelihood Estimation of Nonnegative Trigonometric Sum Models Using a Newton-like Algorithm on Manifolds

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Hauptverfasser: Fernández-Durán, J., J., Gregorio-Domínguez, M, M.
Format: Preprint
Veröffentlicht: 2010
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author Fernández-Durán
J., J.
Gregorio-Domínguez
M, M.
author_facet Fernández-Durán
J., J.
Gregorio-Domínguez
M, M.
contents In Fernández-Durán (2004), 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.
format Preprint
id arxiv_https___arxiv_org_abs_1010_6098
institution arXiv
publishDate 2010
record_format arxiv
spellingShingle Maximum Likelihood Estimation of Nonnegative Trigonometric Sum Models Using a Newton-like Algorithm on Manifolds
Fernández-Durán
J., J.
Gregorio-Domínguez
M, M.
Computation
Primary 49M15, 62G07, secondary 49Q99
In Fernández-Durán (2004), 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.
title Maximum Likelihood Estimation of Nonnegative Trigonometric Sum Models Using a Newton-like Algorithm on Manifolds
topic Computation
Primary 49M15, 62G07, secondary 49Q99
url https://arxiv.org/abs/1010.6098