|
|||||
|
|
On iterative procedures of asymptotic inference |
|
| Authors: | K O Dzhaparidze |
| Institution: | *Department of Mathematical Statistics, The Mathematical Centre, Amsterdam, on grant B62–165 of the Netherlands Organization for the Advancement of Pure Research (Z.W.O.) |
| Abstract: | Abstract An informal discussion is given on performing an unconstrained maximization or solving non-linear equations of statistics by iterative methods with the quadratic termination property. It is shown that if a miximized function, e.g. likelihood, is asymptotically quadratic, then for asymptotically efficient inference finitely many iterations are needed. |
| Keywords: | methods of Newton-Raphson scoring quasi-Newton Davidon-Fletcher-Powell conjugate gradient quadratic termination asymptotically differentiable asymptotically quadratic |