The monte carlo newton-raphson algorithm

DOI10.1080/00949657708811858zbMath0912.62033OpenAlexW1968990062MaRDI QIDQ4374349

Yuk W. Cheng, Anthony Y. C. Kuk

Publication date: 4 February 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657708811858

zbMATH Keywords

EM algorithmincomplete datarandom effectsGibbs samplingrejective samplingMonte Carlo Newton-Raphson algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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