The theoretical results obtained by Dzhaparidze (1983) are based on a theorem dealing with the asymptotically normality of an estimator which is the result of a Newton-like iteration method. The paper establishes a new theorem that supports the use of a more robust BFGS Quasi Newton method with inexact line searches satisfying an additional assumption as it leads to the same results.
|Journal||Statistica Neerlandica. Journal of the Netherlands Society for Statistics and Operations Research|
|Publication status||Published - Dec 1989|
Paardekooper, H. C. H., Steens, H. B. A., & Van der Hoek, G. (1989). A note on properties of iterative procedures of asymptotic evidence. Statistica Neerlandica. Journal of the Netherlands Society for Statistics and Operations Research, 43(4), 245-253.