Electronic Journal of Statistics

Maximum likelihood estimation of nonnegative trigonometric sum models using a Newton-like algorithm on manifolds

Juan José Fernández-Durán and María Mercedes Gregorio-Domínguez

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Abstract

In Fernández-Durán [4], 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.

Article information

Source
Electron. J. Statist., Volume 4 (2010), 1402-1410.

Dates
First available in Project Euclid: 9 December 2010

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1291903543

Digital Object Identifier
doi:10.1214/10-EJS587

Mathematical Reviews number (MathSciNet)
MR2741206

Zentralblatt MATH identifier
1264.49029

Subjects
Primary: 49M15: Newton-type methods 62G07: Density estimation
Secondary: 49Q99: None of the above, but in this section

Keywords
Differential geometry maximum likelihood estimation Newton algorithm nonnegative Fourier series smooth Riemann manifold

Citation

Fernández-Durán, Juan José; Gregorio-Domínguez, María Mercedes. Maximum likelihood estimation of nonnegative trigonometric sum models using a Newton-like algorithm on manifolds. Electron. J. Statist. 4 (2010), 1402--1410. doi:10.1214/10-EJS587. https://projecteuclid.org/euclid.ejs/1291903543


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References

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