The monte carlo newton-raphson algorithm

DOI10.1080/00949657708811858MaRDI QIDQ4374349zbMATH OpenOpenAlexFDO

Authors Yuk W. Cheng, Anthony Yung Cheung Kuk

Publication date 4 February 1998

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657708811858

zbMATH Keywords

EM algorithmGibbs samplingincomplete dataMonte Carlo Newton-Raphson algorithmrandom effectsrejective sampling

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Newton's method for Monte Carlo-based residuals
• Monte Carlo methods and least square problems
• Monte Carlo method
• An Optimal Algorithm for Monte Carlo Estimation
• scientific article; zbMATH DE number 17877
• scientific article; zbMATH DE number 49005
• scientific article; zbMATH DE number 3264561
• A Newton-Monte-Carlo method for solving nonlinear scalar equations
• scientific article; zbMATH DE number 1313731

Cites work

• 394: The Analysis of Binary Responses from Toxicological Experiments Involving Reproduction and Teratogenicity
• A mixture model combining logistic regression with proportional hazards regression
• A regression model for time series of counts
• Maximization of the marginal likelihood of grouped survival data
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• Practical Markov Chain Monte Carlo

Cited in

(21)

• Time series of count data: Modeling, estimation and diagnostics
• Monte Carlo EM with importance reweighting and its applications in random effects models.
• Minimum density power divergence estimator for Poisson autoregressive models
• Useful models for time series of counts or simply wrong ones?
• The dimension-wise quadrature estimation of dynamic latent variable models for count data
• Monte Carlo approximation through Gibbs output in generalized linear mixed models
• Parameter Change Test for Poisson Autoregressive Models
• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
• Properties and comparison of estimation methods in a log-linear generalized linear mixed model
• Laplace Importance Sampling for Generalized Linear Mixed Models
• scientific article; zbMATH DE number 2111716 (Why is no real title available?)
• Ties in one block comparison experiments: a generalization of the Mallows-Bradley-Terry ranking model
• A Monte Carlo Newton-Raphson procedure for maximizing complex likelihoods on pedigree data.
• Blockwise empirical likelihood for time series of counts
• Bayesian log-linear beta-negative binomial integer-valued GARCH model
• Mapping QTL controlling count traits with excess zeros and ones using a zero-and-one-inflated generalized Poisson regression model
• Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
• Fast maximum likelihood estimation for general hierarchical models
• Generalized linear mixed model for binary outcomes when covariates are subject to measurement errors and detection limits
• Randomized Newton-Raphson
• Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output

This page was built for publication: The monte carlo newton-raphson algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4374349)