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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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:37:y:1983:i:4:p:181-189
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