A cyclic algorithm for maximum likelihood estimation using Schur complement.
DOI10.1002/NLA.1999zbMATH Open1349.65051OpenAlexW2146675507MaRDI QIDQ5739748FDOQ5739748
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
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parameter estimationiterative algorithmmaximum likelihoodsimulationnumerical resultsconstrained optimizationNewton-Raphson algorithmSchur complementcyclic algorithmNelder-Mead algorithmroad safety measureaccident riskcrash dataquasi-Newton Broyden-Fletcher-Goldfarb-Shanno algorithm
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)
Cites Work
- A Simplex Method for Function Minimization
- The Schur complement and its applications
- A Family of Variable-Metric Methods Derived by Variational Means
- A new approach to variable metric algorithms
- Optimization
- Numerical analysis for statisticians
- Maximum likelihood estimates via duality for log-convex models when cell probabilities are subject to convex constraints
- The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
- Schur complements and statistics
- Title not available (Why is that?)
- A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling
- A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
- Analytical existence of solutions to a system of nonlinear equations with application
- Parameter Selection for Modified Newton Methods for Function Minimization
- An MM algorithm for constrained estimation in a road safety measure modeling
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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