Method of Kim-zam: An algorithm for computing the maximum likelihood estimator (Q1825024)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method of Kim-zam: An algorithm for computing the maximum likelihood estimator |
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Method of Kim-zam: An algorithm for computing the maximum likelihood estimator (English)
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1989
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The author presents a simple and useful algorithm for computing the maximum likelihood estimator based on a special version of the Newton- Raphson method. Theoretical and numerical examples are given for illustrating the algorithm. The numerical results show that the algorithm performs well if the likelihood function is smooth. The method is also given for the multi-parameter case.
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method of Kim-zam
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multivariate distributions
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algorithm
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maximum likelihood estimator
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Newton-Raphson method
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numerical examples
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multi- parameter case
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