A note on properties of iterative procedures of asymptotic evidence

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

Research output: Contribution to JournalArticleAcademicpeer-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 languageEnglish
Pages (from-to)245-253
JournalStatistica Neerlandica. Journal of the Netherlands Society for Statistics and Operations Research
Volume43
Issue number4
Publication statusPublished - Dec 1989

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