Monotonicity of quadratic-approximation algorithms

DOI10.1007/BF00049423zbMath0723.65150MaRDI QIDQ757004

Bruce G. Lindsay, Dankmar Boehning

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimation; logistic regression; Newton-Raphson algorithm; hazards regression; linear rate of convergence; quadratic- approximation algorithms

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F10: Point estimation

65C99: Probabilistic methods, stochastic differential equations

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Cites Work

• Monotonie und Extremalprinzipien beim Newtonschen Verfahren
• On the convergence properties of the EM algorithm
• On the monotone convergence of Newton's method
• A note on the matrix ordering of special C-matrices
• Logistic regression diagnostics
• An iterative method for solution of the likelihood equations for incomplete data from exponential families
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• Inequalities: theory of majorization and its applications
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