Estimating Nonlinear Models by Maximum Likelihood for the Exponential Family

DOI10.1137/0908044MaRDI QIDQ3026300zbMATH OpenOpenAlexFDO

Authors Michael R. Osborne

Publication date 1987

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0908044

zbMATH Keywords

convergenceexponential familyFisher's method of scoringGauss-Newton algorithmline searchlinear modelsmaximum likelihood estimationnonlinear least squares problemsnonlinear modelnumerical exampletrust region methods

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(13)

• Maximum likelihood estimation in models with two systematic parts
• Long range search for maximum likelihood in exponential families
• Prior feedback: Bayesian tools for maximum likelihood estimation
• scientific article; zbMATH DE number 4199340 (Why is no real title available?)
• Schwarz Methods for Quasi-Likelihood in Generalized Linear Models
• scientific article; zbMATH DE number 33933 (Why is no real title available?)
• scientific article; zbMATH DE number 57067 (Why is no real title available?)
• scientific article; zbMATH DE number 96167 (Why is no real title available?)
• Numerical algorithms for constrained maximum likelihood estimation
• High-Order Analysis of the Efficiency Gap for Maximum Likelihood Estimation in Nonlinear Gaussian Models
• On the maximization of likelihoods belonging to the exponential family using a Levenberg–Marquardt approach
• Model-based study of families of exponential-type estimators in presence of non response
• A modified iterative proportional scaling algorithm for estimation in regular exponential families

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