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TR 2009-01

Sequential design and maximum likelihood recursion

by Freise, F..


Series: TR 2009-01, Technical Reports

MSC:
62L05 Sequential design

Abstract:
The present report reviews the results of Ying and Wu (1997) on recursive maximum likelihood and illustrates them using the logistic model. After that some related results from the literature are presented briefly, including some notes on the choice of initial designs, ensuring the existence
of the maximum likelihood estimates.

Keywords:
Sequential design, maximum likelihood estimator, stochastic approximation