Estimation in a truncated bivariate Poisson distribution using the EM algorithm (Journal article)

Adamidis, K./ Loukas, S.


An EM algorithm (Dempster et al., 1977) is derived for the estimation of parameters of the truncated bivariate Poisson distribution with zeros missing from both margins. The observed information matrix is obtained and a numerical example is given where the convergence of the EM algorithm is accelerated by the methods of Louis (1982) and conjugate gradients (Jamshidian and Jennrich, 1993).
Institution and School/Department of submitter: Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών
Keywords: em algorithm,truncated bivariate poisson distribution
URI: http://olympias.lib.uoi.gr/jspui/handle/123456789/12732
ISSN: 0361-0926
Link: <Go to ISI>://A1996VG94400002
http://www.tandfonline.com/doi/pdf/10.1080/03610929608831833
Publisher: Taylor & Francis
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά)

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