Modified Fisher scoring algorithms using Jacobi or Gauss-Seidel subiterations

zbMath0892.62026MaRDI QIDQ1389253

Jun Ma, H. Malcolm Hudson

Publication date: 14 June 1998

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood; exponential family; Fisher scoring; maximum penalized likelihood; Gauss-Seidel subiterations; Jacobi subiterations

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

65F10: Iterative numerical methods for linear systems

65C99: Probabilistic methods, stochastic differential equations

Related Items

On asymptotic convergence of the block-iterative Fisher scoring algorithm