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

Abstract

In Fernández-Durán (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.

arXiv comment9 pages 1 figure

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