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Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations

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  • Wang, Yong

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  • Wang, Yong, 2007. "Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3776-3787, May.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:8:p:3776-3787
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    References listed on IDEAS

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    1. Kiefer, Nicholas M, 1978. "Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model," Econometrica, Econometric Society, vol. 46(2), pages 427-434, March.
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    Cited by:

    1. Wang, Yong, 2007. "Minimum disparity computation via the iteratively reweighted least integrated squares algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5662-5672, August.
    2. Wang, Yong, 2010. "Fisher scoring: An interpolation family and its Monte Carlo implementations," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1744-1755, July.

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