A note on properties of iterative procedures of asymptotic evidence

H.C.H.  Paardekooper; H.B.A. Steens; G. Van der Hoek

A note on properties of iterative procedures of asymptotic evidence

H.C.H. Paardekooper, H.B.A. Steens, G. Van der Hoek

VU Business School

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

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.

Original language	English
Pages (from-to)	245-253
Journal	Statistica Neerlandica. Journal of the Netherlands Society for Statistics and Operations Research
Volume	43
Issue number	4
Publication status	Published - Dec 1989

Cite this

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title = "A note on properties of iterative procedures of asymptotic evidence",

abstract = "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. ",

author = "H.C.H. Paardekooper and H.B.A. Steens and {Van der Hoek}, G.",

year = "1989",

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pages = "245--253",

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AU - Paardekooper, H.C.H.

AU - Steens, H.B.A.

AU - Van der Hoek, G.

PY - 1989/12

Y1 - 1989/12

N2 - 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.

AB - 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.

M3 - Article

VL - 43

SP - 245

EP - 253

JO - Statistica Neerlandica. Journal of the Netherlands Society for Statistics and Operations Research

JF - Statistica Neerlandica. Journal of the Netherlands Society for Statistics and Operations Research

SN - 0039-0402

IS - 4

ER -

A note on properties of iterative procedures of asymptotic evidence

Abstract

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