A hybrid method that combines Laplace's approximation and Monte Carlo simulations to evaluate integrals in the likelihood function is proposed for estimation of the parameters in nonlinear mixed ...
The Annals of Statistics, Vol. 26, No. 3 (Jun., 1998), pp. 1147-1169 (23 pages) This paper provides a comparative sensitivity analysis of one-step Newton-Raphson estimators for linear regression. Such ...
It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...