most citedA Newton-Like Algorithm for Likelihood Maximization: The Robust-Variance Scoring Algorithm

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math.ST2006★ 16 cited

A Newton-Like Algorithm for Likelihood Maximization: The Robust-Variance Scoring Algorithm

Daniel Commenges, Helene Jacqmin-Gadda, Cecile Proust +1

This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm bec…