On the rate of convergence of the ECME algorithm

Abdallah Mkhadri

Statistics & Probability Letters, 1998, vol. 37, issue 1, 81-87

Abstract: This paper deals with the matrix rate of convergence of the ECME algorithm, a simple extention of EM and ECM algorithms proposed recently by Liu and Rubin. We establish a general formula for the matrix rate of convergence of ECME which is a generalization of the result of Liu and Rubin.

Keywords: Incomplete; data; Missing; data; EM; algorithm; ECM; algorithm; ECME; algorithm; Rate; of; convergence (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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