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

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

2010-10-28

arxiv.org/abs/1010.6098v1

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9 pages 1 figure

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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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