A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models - Wang, Ji-Ping (Computational statistics & data analysis, 2007)
Keywords: Computing algorithm; Constrained NPMLE; Exact sciences and technology; General topics; Mathematics; Mixture models; Multivariate analysis; Nonparametric maximum likelihood; Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in probability and statistics; Parametric inference; Penalized NPMLE; Probability and statistics; Sciences and techniques of general use; Statistics; VDM/ECM; Constrained NPMLE; Nonparametric maximum likelihood; Computing algorithm; VDM/ECM; Mixture models; Penalized NPMLE; Mixed distribution; Data analysis; Linear function; Non parametric method; Non parametric estimation; Constrained estimation; Algorithm; Penalty method; Statistical computation; Distribution function; Maximum likelihood; Linear functional; Likelihood function; Linearization