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

accident riskconstrained optimizationcrash datacyclic algorithmiterative algorithmmaximum likelihoodNelder-Mead algorithmNewton-Raphson algorithmnumerical resultsparameter estimationquasi-Newton Broyden-Fletcher-Goldfarb-Shanno algorithmroad safety measureSchur complementsimulation

Mathematics Subject Classification ID

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

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Cites work

• A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling
• A Simplex Method for Function Minimization
• An MM algorithm for constrained estimation in a road safety measure modeling
• Analytical existence of solutions to a system of nonlinear equations with application
• scientific article; zbMATH DE number 813691 (Why is no real title available?)
• 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

(6)

• Global convergence and ascent property of a cyclic algorithm used for statistical analysis of crash data
• On the maximum likelihood estimator for a discrete multivariate crash frequencies model
• An MM algorithm for constrained estimation in a road safety measure modeling
• A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling
• Exact computation of the asymptotic variance matrix for a tuple of multinomial distributions with dependent parameters
• 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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