BS2 Further Statistical Inference HT08 - Lecture 3
Newton-Raphson and the method of scoring
This lecture discusses two fundamental iterative methods for maximizing a likelihood function. In addition to their computational interest, they are intimately related to estimation problems and accuracy of estimators in the multi-parameter case.
Recommended reading for this lecture is Section 3.2.2 (page 44-46) of
Garthwaite, Joliffe and Jones (2002). Statistical Inference. 2nd edition, Oxford University Press.
Last updated: Tuesday, 29 January 2008 18:29. Steffen L. Lauritzen