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arXiv · 1010.6098

Maximum Likelihood Estimation of Nonnegative Trigonometric Sum Models Using a Newton-like Algorithm on Manifolds

Fernández-Durán·J. J.·Gregorio-Domínguez·M. M
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Abstract

In Fern\'andez-Dur\'an (2004), 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.

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Fernández-Durán, J. J., Gregorio-Domínguez, M. M. 2010-10-28. Maximum Likelihood Estimation of Nonnegative Trigonometric Sum Models Using a Newton-like Algorithm on Manifolds. https://doi.org/10.1214/10-ejs587

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