On the solution of likelihood equations by iteration processes. The multiparametric case
作者： B. K. KALE
DOI: 10.1093/BIOMET/49.3-4.479
关键词: Mathematics 、 Iteration process 、 Infinity 、 Power iteration 、 Process (computing) 、 Mathematical optimization 、 Sample size determination
摘要: application of the iteration process. The use process is justified in large samples, at least, if we can show that above probability tends to one as n, sample size, infinity. In this paper consider multi-parametric case Newton-Raphson and usual method scoring for parameters. It shown these methods are justifiable samples least.
oup.com
oxfordjournals.org
sci-hub.se 参考文章(6)
V. S. HUZURBAZAR, THE LIKELIHOOD EQUATION, CONSISTENCY AND THE MAXIMA OF THE LIKELIHOOD FUNCTION Annals of Human Genetics. ,vol. 14, pp. 185- 200 ,(1947) , 10.1111/J.1469-1809.1947.TB02394.X
V. S. Huzurbazar, Probability distributions and orthogonal parameters Mathematical Proceedings of the Cambridge Philosophical Society. ,vol. 46, pp. 281- 284 ,(1950) , 10.1017/S0305004100025743
K. C. CHANDA, A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS Biometrika. ,vol. 41, pp. 56- 61 ,(1954) , 10.1093/BIOMET/41.1-2.56
B. K. KALE, On the solution of the likelihood equation by iteration processes Biometrika. ,vol. 48, pp. 452- 456 ,(1961) , 10.1093/BIOMET/48.3-4.452
HAROLD JEFFREYS, The Theory of Probability Nature. ,vol. 109, pp. 132- 133 ,(1922) , 10.1038/109132A0
J. Aitchison, S. D. Silvey, Maximum‐Likelihood Estimation Procedures and Associated Tests of Significance Journal of the royal statistical society series b-methodological. ,vol. 22, pp. 154- 171 ,(1960) , 10.1111/J.2517-6161.1960.TB00362.X