Browsing by Author "Gonglewski, John Damien"
Now showing 1 - 1 of 1
- Results Per Page
- Sort Options
Item On quasi-Newton methods for maximum likelihood estimates with applications to the mixture density problem(1986) Gonglewski, John Damien; Walker, Homer F.; Peters, B. Charles; Batten, George W., Jr.A quasi-Newton algorithm with an adaptive global convergence scheme is used for numerical maximum likelihood estimates (MLE). For this method, which uses a DFP-type Hessian update for unconstrained minimization, q-superlinear local convergence is shown. We discuss this in the context of a broader class of algorithms, among them R. A. Fisher's method of scoring and the EM algorithm. A computer code, MLESOL, is described and applied to the mixture density problem.