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On iterative procedures of asymptotic inference

K. O. Dzhaparidze

Statistica Neerlandica, 1983, vol. 37, issue 4, 181-189

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.

Date: 1983
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https://doi.org/10.1111/j.1467-9574.1983.tb00813.x

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