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

Hammou El Barmi and Richard L. Dykstra

Statistics & Probability Letters, 1996, vol. 29, issue 2, 117-123

Abstract: 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.

Keywords: Convex; cone; Fenchel; duality; Iterative; algorithm; Maximum; likelihood; Product; multinomial; Product; Poisson (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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