N-Stage splitting for maximum penalized likelihood estimation with gaussian data and stationary linear iterative methods

DOI10.1080/00949659908811941MaRDI QIDQ4942507zbMATH OpenOpenAlexFDO

Authors

Publication date 21 August 2000

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659908811941

zbMATH Keywords

\(N\)-stage splitting algorithmconvergencemaximum penalized likelihood estimationridge regressionsplitting algorithms

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• N-stage splitting for maximum penalized likelihood estimation
• Matrix Analysis of a Two-Stage-Splitting Iteration for Maximum Penalized Likelihood Estimation
• Iterative conditional maximization algorithm for nonconcave penalized likelihood
• Penalized maximum likelihood estimation of a stochastic multivariate regression model
• The optimality of iterative maximum penalized likelihood algorithms for ridge regression
• An iterative sparse algorithm for the penalized maximum likelihood estimator in mixed effects model

Cites work

• A statistical perspective on ill-posed inverse problems (with discussion)
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 4041178 (Why is no real title available?)
• Iterative Solution Methods
• Matrix Analysis of a Two-Stage-Splitting Iteration for Maximum Penalized Likelihood Estimation
• N-stage splitting for maximum penalized likelihood estimation
• The optimality of iterative maximum penalized likelihood algorithms for ridge regression

Cited in

(3)

• The optimality of iterative maximum penalized likelihood algorithms for ridge regression
• Matrix Analysis of a Two-Stage-Splitting Iteration for Maximum Penalized Likelihood Estimation
• N-stage splitting for maximum penalized likelihood estimation

This page was built for publication: N-Stage splitting for maximum penalized likelihood estimation with gaussian data and stationary linear iterative methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4942507)