This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape … parameters is achieved through a novel Expectation Maximization (EM)-type algorithm that is computationally tractable and is …

This article presents EVM (Expectation-Variance-Maximization) — an alternative algorithm to the EM algorithm that can … most situations where the EM algorithm is currently used so is useful for a wide variety of estimation problems. Two … identities associated with the EM algorithm provide analytical expressions for the gradient and Hessian matrices used in the EVM …