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Robust Maximum Likelihood Estimation
INFORMS Journal on Computing, 2019In many applications, statistical estimators serve to derive conclusions from data, for example, in finance, medical decision making, and clinical trials. However, the conclusions are typically dependent on uncertainties in the data. We use robust optimization principles to provide robust maximum likelihood estimators that are protected against data ...
Dimitris Bertsimas, Omid Nohadani
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On bias in maximum likelihood estimators
Journal of Statistical Planning and Inference, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mardia, K. V. +2 more
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Modified maximum likelihood estimator
2016 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM), 2016In this paper, we present a modified maximum likelihood estimation method, which is suitable to be used with φ-families rather than exponential families. An indicative result of the efficacy of this method is established. We perform numerical experiments to illustrate the accuracy of this method for estimating the dispersion parameter σ in φ-Gaussians.
David C. de Souza +2 more
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Linear maximum likelihood estimator
[Proceedings] ICASSP 91: 1991 International Conference on Acoustics, Speech, and Signal Processing, 1991A general linear and quasi-efficient estimator is presented which is an optimal (for a given criterion) approximation of the maximum likelihood estimator (MLE with nonlinear measurement equation) when the measurements are corrupted by a Gaussian noise. This approach consists of choosing a particular state vector which characterizes the signal.
Christian J. Musso, Claude Jauffret
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On the uniqueness of the maximum likelihood estimator
Economics Letters, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Orme, Chris D., Ruud, Paul A.
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The interpretation of maximum‐likelihood estimation
Canadian Journal of Statistics, 1984AbstractMaximum‐likelihood estimation is interpreted as a procedure for generating approximate pivotal quantities, that is, functions u(X;θ) of the data X and parameter θ that have distributions not involving θ. Further, these pivotals should be efficient in the sense of reproducing approximately the likelihood function of θ based on X, and they should
Sprott, David A. +1 more
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Maximum Likelihood Estimators on Manifolds
2017Maximum likelihood estimator (MLE) is a well known estimator in statistics. The popularity of this estimator stems from its asymptotic and universal properties. While asymptotic properties of MLEs on Euclidean spaces attracted a lot of interest, their studies on manifolds are still insufficient.
Hatem Hajri +2 more
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Moment Estimators and Maximum Likelihood
Biometrika, 1958where J'q2(x) P(x; 0) dx = Or, J'q(x) qq(x) P(x; 0) dx = 0 (r+ s). (2) To avoid undue complication at this stage we assume P(x; 0) is continuous throughout its range. We reconsider the restrictions on P in a subsequent section.
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A Note on a Maximum-Likelihood Estimate
Econometrica, 1947An estimate of y obtained by applying the method of maximum likelihood under the assumption that ut is normally distributed is consistent and asymptotically normally distributed. The asymptotic standard deviation is given in this note. Although Kendall considers many estimates of the period in his publication, he does not use the maximum-likelihood ...
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