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Re: Maximum Likelihood Routines


From: Marco Taboga
Subject: Re: Maximum Likelihood Routines
Date: Mon, 7 May 2001 18:46:27 +0200

----- Original Message -----
From: "Etienne Grossmann" <
address@hidden>
To: <
address@hidden>
Sent: Monday, May 07, 2001 5:51 PM
Subject: Re: Maximum Likelihood Routines


These are two popular algorithms whose names stem from the names of the
first researchers who proposed them:
    Berndt, Hall, Hall, Hausman
    Broyden, Fletcher, Goldfarb, Shanno
However, what about your algorithms?
Thank you.
Marco Taboga (
address@hidden)
>
>   Hello,
>
>   just out of curiosity, what are BHHH and BFGS? I have some minimization
> algorithms running, which I use for ML estimation.
>
>   Etienne


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