Estimating Nonlinear Models by Maximum Likelihood for the Exponential Family

DOI10.1137/0908044zbMath0624.65150OpenAlexW2052356940MaRDI QIDQ3026300

Michael R. Osborne

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0908044

zbMATH Keywords

convergencenumerical examplenonlinear modelmaximum likelihood estimationlinear modelsexponential familynonlinear least squares problemsline searchGauss-Newton algorithmtrust region methodsFisher's method of scoring

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Numerical algorithms for constrained maximum likelihood estimation

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