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Maximization by parts in likehood inference

Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1161-1167

Persistent link: https://www.econbiz.de/10003239830

Maximization by Parts in Likelihood Inference

Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - Vanderbilt University Department of Economics - 2003

This paper presents and examines a new algorithm for solving a score equation for the maximum likelihood estimate in certain problems of practical interest. The method circumvents the need to compute second order derivatives of the full likelihood function. It exploits the structure of certain...

Persistent link: https://www.econbiz.de/10005595915

Maximization by Parts in Likelihood Inference

Song, Peter X.K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association 100 (2005) December, pp. 1145-1158

Persistent link: https://www.econbiz.de/10005238825

Rejoinder

Song, Peter X.K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association 100 (2005) December, pp. 1164-1167

Persistent link: https://www.econbiz.de/10005734179

Theory and Methods - Rejoinder - Maximization by Parts in Likelihood Inference

Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1164-1167

Persistent link: https://www.econbiz.de/10006605498

Theory and Methods - Maximization by Parts in Likelihood Inference

Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1145-1157

Persistent link: https://www.econbiz.de/10006605503