Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality

The iterative algorithm developed in El Barmi and Dykstra (1994) to maximize the multinomial likelihood function over an intersection of convex regions is extended to the product multinomial and product Poisson situations. This algorithm typically uses solutions to simple maximum likelihood problems to solve difficult problems and is guaranteed to converge to the true solution.

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Year of publication:	1996
Authors:	El Barmi, Hammou ; Dykstra, Richard L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 29.1996, 2, p. 117-123
Publisher:	Elsevier
Keywords:	Convex cone Fenchel duality Iterative algorithm Maximum likelihood Product multinomial Product Poisson

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

Persistent link: https://www.econbiz.de/10005223996