On the rate of convergence of the ECME algorithm

This paper deals with the matrix rate of convergence of the ECME algorithm, a simple extention of EM and ECM algorithms proposed recently by Liu and Rubin. We establish a general formula for the matrix rate of convergence of ECME which is a generalization of the result of Liu and Rubin.

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Year of publication:	1998
Authors:	Mkhadri, Abdallah
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 1, p. 81-87
Publisher:	Elsevier
Keywords:	Incomplete data Missing data EM algorithm ECM algorithm ECME algorithm Rate of convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005138004