Kauermann, Göran; Meyer, Renate - In: Computational Statistics 29 (2014) 1, pp. 283-306
maximizing the penalized marginal likelihood via iterative quadratic programming. The motivation for the penalized marginal … family. An approximative marginal likelihood is obtained by a classical quadrature discretization of the integral w.r.t. each … the penalized marginal likelihood is maximized using an iterative quadratic programming routine. For comparison purposes …