A cyclic algorithm for maximum likelihood estimation using Schur complement.

DOI10.1002/NLA.1999MaRDI QIDQ5739748zbMATH OpenOpenAlexFDO

Authors Assi N'Guessan, Issa Cherif Geraldo

Publication date 19 July 2016

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.1999

zbMATH Keywords

parameter estimationiterative algorithmmaximum likelihoodsimulationnumerical resultsconstrained optimizationNewton-Raphson algorithmSchur complementcyclic algorithmNelder-Mead algorithmroad safety measureaccident riskcrash dataquasi-Newton Broyden-Fletcher-Goldfarb-Shanno algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Numerical mathematical programming methods (65K05) Applications of statistics to environmental and related topics (62P12) Methods of quasi-Newton type (90C53) Traffic problems in operations research (90B20)

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Cites work

• scientific article; zbMATH DE number 813691 (Why is no real title available?)
• A Family of Variable-Metric Methods Derived by Variational Means
• A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling
• A Simplex Method for Function Minimization
• A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
• A new approach to variable metric algorithms
• An MM algorithm for constrained estimation in a road safety measure modeling
• Analytical existence of solutions to a system of nonlinear equations with application
• Maximum likelihood estimates via duality for log-convex models when cell probabilities are subject to convex constraints
• Numerical analysis for statisticians
• Optimization
• Parameter Selection for Modified Newton Methods for Function Minimization
• Schur complements and statistics
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• The Schur complement and its applications

Cited in

(5)

• A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling
• An MM algorithm for constrained estimation in a road safety measure modeling
• Exact computation of the asymptotic variance matrix for a tuple of multinomial distributions with dependent parameters
• On the maximum likelihood estimator for a discrete multivariate crash frequencies model
• An automated profile-likelihood-based algorithm for fast computation of the maximum likelihood estimate in a statistical model for crash data

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