Matrix Analysis of a Two-Stage-Splitting Iteration for Maximum Penalized Likelihood Estimation

DOI10.1137/S0895479896260160zbMATH Open0880.65129MaRDI QIDQ4337385FDOQ4337385

Authors:

Publication date: 2 February 1998

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

regularizationmaximum likelihood methodpenalty functiontwo-stage-splitting iteration

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Foundations and philosophical topics in statistics (62A01) Parametric inference under constraints (62F30) Iterative numerical methods for linear systems (65F10)

Cited In (5)

• Title not available (Why is that?)
• N-stage splitting for maximum penalized likelihood estimation
• Title not available (Why is that?)
• The optimality of iterative maximum penalized likelihood algorithms for ridge regression
• N-Stage splitting for maximum penalized likelihood estimation with gaussian data and stationary linear iterative methods

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