摘要
Iteration methods and their convergences of the maximum likelihoodestimator are discussed in this paper.We study Gauss-Newton method and give a set ofsufficient conditions for the convergence of asymptotic numerical stability.The modifiedGauss-Newton method is also studied and the sufficient conditions of the convergence arepresented.Two numerical examples are given to illustrate our results.
Iteration methods and their convergences of the maximum likelihood estimator are discussed in this paper.We study Gauss-Newton method and give a set of sufficient conditions for the convergence of asymptotic numerical stability.The modified Gauss-Newton method is also studied and the sufficient conditions of the convergence are presented.Two numerical examples are given to illustrate our results.