Fisher's Method of Scoring

DOI10.2307/1403504MaRDI QIDQ4019012zbMATH OpenOpenAlexFDO

Authors Michael R. Osborne

Publication date 16 January 1993

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a23dcc13d101fb40e376de1c8e279735b0a7b7f9

zbMATH Keywords

consistencymaximum likelihood estimatorlaw of large numbersline searchNewton's methodbound constraintsasymptotic rate of convergencemaximizing likelihoodsmultinomial likelihoodcomputational properties of Fisher's method of scoringquasi- likelihoodsscoring under constraintssolving estimation equations

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

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Cited in

(17)

• Scoring with constraints
• Dynamic pricing with multiple products and partially specified demand distribution
• Algorithms for non-negatively constrained maximum penalized likelihood reconstruction in tomographic imaging
• On the method of approximate Fisher scoring for finite mixtures of multinomials
• An algorithm based on discrete response regression models suitable to correct the bias of non-response in surveys with several capture tries
• Optimization methods for large-scale machine learning
• Interaction: Fisher's optimal scores revisited
• Fisher scoring: an interpolation family and its Monte Carlo implementations
• Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations
• Flexible nonstationary spatiotemporal modeling of high-frequency monitoring data
• Nonlinear varying-coefficient models with applications to a photosynthesis study
• Nonparametric Rotations for Sphere-Sphere Regression
• Assessing uncertainty about parameter estimates with incomplete repeated ordinal data
• Incomplete-data Fisher scoring method with steplength adjustment
• An iterative estimating procedure for probit-type nonresponse models in surveys with call backs
• Cyclic reduction, dichotomy, and the estimation of differential equations
• An augmented data scoring algorithm for maximum likelihood

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