Journal of Multivariate Analysis
A heavy-tailed empirical Bayes method for replicated microarray data
Computational Statistics & Data Analysis
Capture Properties of the Generalized CMA in Alpha-Stable Noise Environment
Wireless Personal Communications: An International Journal
Hi-index | 35.68 |
Using the close relation between Fisher scoring and Newton maximization, and an efficient density function evaluation, we develop a fast maximum-likelihood parameter estimation method. Simulations show the algorithm to be superior in accuracy to McCulloch's (1986) method and to achieve the Cramer-Rao bound