Gram–Schmidt–Fisher scoring algorithm for parameter orthogonalization in MLE (Q4966746)

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scientific article; zbMATH DE number 7074283
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Gram–Schmidt–Fisher scoring algorithm for parameter orthogonalization in MLE
scientific article; zbMATH DE number 7074283

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    Gram–Schmidt–Fisher scoring algorithm for parameter orthogonalization in MLE (English)
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    27 June 2019
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    correlated data
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    Fisher scoring algorithm
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    Gram-Schmidt orthogonalization
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    maximum likelihood estimation
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    orthogonal parameters
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