Convergence of an alternating maximization procedure

MaRDI QIDQ2810866zbMATH OpenFDO

Authors Andreas Andresen, V. G. Spokoiny

Publication date 6 June 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://jmlr.csail.mit.edu/papers/v17/15-392.html

zbMATH Keywords

alternating maximizationalternating minimizationEM-algorithmlocal concentrationlocal linear approximationM-estimationprofile maximum likelihoodsemiparametric

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

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