Problems of Convergence of Maximum Likelihood Iterative Procedures in Multiparameter Situations
多参数情形下最大似然迭代程序的收敛问题
In multiparameter situations there are important problems of convergence in the solution of maximum likelihood iterative equations. Convergence may be critically dependent on the initial parameter estimates employed. These problems are indicated specifically for a model of exponentially-distributed lifetimes where the reciprocal of the exponential parameter is linearly dependent on various regressor variables. A strategy is suggested based on alternative use of observed or…