Method of Kim-Zam: an algorithm for computing the maximum likelihood estimator

James C. Fu

Statistics & Probability Letters, 1989, vol. 8, issue 3, 289-296

Abstract: This paper provides a simple sequential algorithm for computing the maximum likelihood estimator. Theoretical and numerical examples are given for illustrating the algorithm. The numerical results show that the algorithm performs very well if the likelihood function is smooth.

Date: 1989
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