On iterative procedures of asymptotic inference |
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| Authors: | K. O. Dzhaparidze |
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| Affiliation: | *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.) |
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| 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. |
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| Keywords: | methods of Newton-Raphson scoring quasi-Newton Davidon-Fletcher-Powell conjugate gradient quadratic termination asymptotically differentiable asymptotically quadratic |
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