@Article{Moddemeijer:1997:CISa,
author = "R. Moddemeijer",
title = "On the convergence of the iterative solution of the
likelihood equations",
journal = "Computational Statistics and Data Analysis",
volume = "???",
number = "???",
year = "???",
pages = "???",
url = "http://www.cs.rug.nl/~rudy/papers/abstracts/RM9702.html",
keywords = "Likelihood Equations, Convergence, Maximum likelihood
estimation, Simulation",
checked = "R. Moddemeijer, rudy at cs.rug.nl, 26 August 1999",
entered = "R. Moddemeijer, rudy at cs.rug.nl, 15 March 1999",
abstract = "To determine the maximum likelihood estimate in case of
the iterative solution of the likelihood equations we need
a convergence criterion. Usually numerically motivated
convergence criteria are used; we propose a statistically
motivated convergence criterion. Our criterion reduces the
number of iterations tremendously. The iterative algorithm
to solve the equations is known to be unstable in the
neighborhood of the exact solution. Our method avoids this
numerical unstable region. The theory is validated by
simulations."
}