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

DOI10.1137/S0895479896260160MaRDI QIDQ4337385zbMATH OpenFDO

Authors

Publication date 2 February 1998

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

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)

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