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Department of Mathematical Sciences

Academic Staff

Publication details for Jochen Einbeck

Einbeck, Jochen & Hinde, John (2006). A note on NPML estimation for exponential family regression models with unspecified dispersion parameter. Austrian Journal of Statistics 35(2&3): 233-243.

Author(s) from Durham

Abstract

Nonparametric maximum likelihood (NPML)
estimation for exponential families with unspecified dispersion
parameter \phi suffers from computational instability, which can
lead to highly fluctuating EM trajectories and suboptimal
solutions, in particular when \phi is allowed to vary over
mixture components. In this paper, a damped version of the EM
algorithm is proposed to cope with these problems.