Steps	Algorithm
1.	For j = 1, …,K
	choose ${\widehat{\beta }}_{(j)}^{(0)}$, ${\widehat{\alpha }}_{(j)}^{(0)}$, ${\widehat{\rho }}_{j,k}^{(0)}$, k=1,…,N as initial values.
2.	For the mth iteration, ${\widehat{\rho }}_{j,k}^{(m+1)}$ is updated from (2.10) with m = 0,1, 2,… and then compute ${\widehat{H}}_0^{(m+1)}$ from (2.8)
3.	Since ${\widehat{H}}_0^{(m+1)}(.)$ is known, we can then minimize (3.2) with respect to $\left({\widehat{\beta }}_{(j)}^{(m+1)}\right)$ using BCGD algorithm
4.	Since $\left({\widehat{H}}_0^{(m+1)}(.),{\widehat{\beta }}_{(j)}^{(m+1)}\right)$ are known, we minimize (3.3) with respect to $\left({\widehat{\alpha }}_{(j)}^{(m+1)}\right)$ as stated above
5.	For each j, repeat steps 2 up 4 until some convergence criterion is met