On quasi-Newton methods for maximum likelihood estimates with applications to the mixture density problem

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dc.contributor.advisorWalker, Homer F.
dc.contributor.committeeMemberPeters, B. Charles
dc.contributor.committeeMemberBatten, George W., Jr.
dc.creatorGonglewski, John Damien
dc.date.accessioned2023-10-04T16:48:36Z
dc.date.available2023-10-04T16:48:36Z
dc.date.copyright1987-03-10
dc.date.issued1986
dc.description.abstractA 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.
dc.description.departmentMathematics, Department of
dc.format.digitalOriginreformatted digital
dc.format.mimetypeapplication/pdf
dc.identifier.other15372593
dc.identifier.urihttps://hdl.handle.net/10657/15238
dc.language.isoen
dc.rightsThis item is protected by copyright but is made available here under a claim of fair use (17 U.S.C. Section 107) for non-profit research and educational purposes. Users of this work assume the responsibility for determining copyright status prior to reusing, publishing, or reproducing this item for purposes other than what is allowed by fair use or other copyright exemptions. Any reuse of this item in excess of fair use or other copyright exemptions requires express permission of the copyright holder.
dc.subjectNonlinear theories
dc.subjectMixture distributions (Probability theory)
dc.titleOn quasi-Newton methods for maximum likelihood estimates with applications to the mixture density problem
dc.type.dcmiText
dc.type.genreThesis
dcterms.accessRightsThe full text of this item is not available at this time because it contains documents that are presumed to be under copyright and are accessible only to users who have an active CougarNet ID. This item will continue to be made available through interlibrary loan.
thesis.degree.collegeCollege of Natural Sciences and Mathematics
thesis.degree.departmentMathematics, Department of
thesis.degree.disciplineMathematics
thesis.degree.grantorUniversity of Houston
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy

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