Numerical estimation of a probability measure

DOI10.1016/0378-3758(85)90024-2zbMath0574.62046OpenAlexW2045241733MaRDI QIDQ1063353

Dankmar Boehning

Publication date: 1985

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(85)90024-2

zbMATH Keywords

maximum likelihood estimationtopological spaceset of probability measuresmaximizing a concave functionalmixture likelihoodsrapidly converging algorithmvertex- direction method

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Nonparametric estimation (62G05) Numerical mathematical programming methods (65K05) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

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• The geometry of mixture likelihoods: A general theory
• Convergence of Simar's algorithm for finding the maximum likelihood estimate of a compound Poisson process
• General equivalence theory for optimum designs (approximate theory)
• Convergent design sequences, for sufficiently regular optimality criteria
• Maximum likelihood estimation of a compound Poisson process
• Sequences converging to D-optimal designs of experiments
• Numerical techniques for estimating probabilities
• On the Sequential Construction of D-Optimal Designs
• An algorithm for optimal designs on a design space
• Some iterative procedures for generating nonsingular optimal designs
• The Sequential Generation of $D$-Optimum Experimental Designs

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