A Note on Properties of Iterative Procedures of Asymptotic Inference

DOI10.1111/J.1467-9574.1989.TB01266.XzbMATHOpenAlexMaRDI QIDQ3201307FDO

Authors H. C. H. Paardekooper, H. B. A. Steens, G. van der Hoek

Publication date 1989

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1989.tb01266.x

zbMATH Keywords

maximum likelihood estimatorsNewton's methodquasi-Newton methodsinexact line searchFisher's information matrix

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Recommendations

• On iterative procedures of asymptotic inference
• scientific article; zbMATH DE number 1833984
• SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
• A note on an iterative algorithm for nonparametric estimation in biased sampling models
• Iterative estimating equations: Linear convergence and asymptotic properties

Cites work

• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 3700566 (Why is no real title available?)
• On Parameter Estimation by the Davidon–Fletcher–Powell Method
• Quasi-newton algorithms generate identical points

Cited in

(1)

• On iterative procedures of asymptotic inference

This page was built for publication: A Note on Properties of Iterative Procedures of Asymptotic Inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201307)