Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/192227 
Year of Publication: 
1999
Series/Report no.: 
Discussion Papers No. 244
Publisher: 
Statistics Norway, Research Department, Oslo
Abstract: 
This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is when the parameters corresponding to different CM steps are orthogonal. Three examples are given illustrating the approach. Possible implications of the theme for the ECME algorithm are briefly discussed.
Subjects: 
EM algorithm
ECM algorithm
ECME algorithm
missing data
conjugate directions algorithm
orthogonal parameters
rate of convergence.
JEL: 
C63
C24
Document Type: 
Working Paper

Files in This Item:
File
Size
697.3 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.