A cyclic algorithm for maximum likelihood estimation using Schur complement
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Publication:5739748
DOI10.1002/nla.1999zbMath1349.65051MaRDI QIDQ5739748
Issa Cherif Geraldo, Assi N'Guessan
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
iterative algorithm; numerical results; parameter estimation; simulation; constrained optimization; Schur complement; maximum likelihood; Newton-Raphson algorithm; cyclic algorithm; Nelder-Mead algorithm; road safety measure; accident risk; crash data; quasi-Newton Broyden-Fletcher-Goldfarb-Shanno algorithm
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