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Maximum Lq-likelihood estimation [PDF]
The Annals of Statistics, 2010 In this paper, the maximum L$q$-likelihood estimator (ML$q$E), a new parameter estimator based on nonextensive entropy [Kibernetika 3 (1967) 30--35] is introduced. The properties of the ML$q$E are studied via asymptotic analysis and computer simulations.
Ferrari, Davide, Yang, Yuhong
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Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model [PDF]
The Annals of Statistics, 2010 We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function in this model is the nonparametric maximum likelihood estimator (MLE).
Groeneboom, P. (author) +2 more
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Maximum likelihood estimation for social network dynamics [PDF]
The Annals of Applied Statistics, 2010 A model for network panel data is discussed, based on the assumption that the observed data are discrete observations of a continuous-time Markov process on the space of all directed graphs on a given node set, in which changes in tie variables are independent conditional on the current graph.
Snijders, Tom A. B. +2 more
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Maximum-likelihood method in quantum estimation [PDF]
, 2001 The maximum-likelihood method for quantum estimation is reviewed and applied to the reconstruction of density matrix of spin and radiation as well as to the determination of several parameters of interest in quantum optics.Comment: 12 pages, 4 ...
D'Ariano, G. M. +2 more
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Symbolic Maximum Likelihood Estimation with Mathematica [PDF]
, 1999 Mathematica is a symbolic programming language that empowers the user to undertake complicated algebraic tasks. One such task is the derivation of maximum likelihood estimators, demonstrably an important topic in statistics at both the research and ...
Rose, Colin, Smith, Murray D.
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Maximum likelihood estimation for multiscale Ornstein-Uhlenbeck processes [PDF]
, 2018 We study the problem of estimating the parameters of an Ornstein-Uhlenbeck (OU) process that is the coarse-grained limit of a multiscale system of OU processes, given data from the multiscale system.
Papavasiliou, Anastasia, Zhang, Fan
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Maximum Likelihood Estimation of Search Costs [PDF]
SSRN Electronic Journal, 2006 In a recent paper Hong and Shum [2006. Using price distributions to estimate search costs. Rand Journal of Economics 37, 257-275] present a structural method to estimate search cost distributions. We extend their approach to the case of oligopoly and present a new maximum likelihood method to estimate search costs.
Matthijs R. Wildenbeest +2 more
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Maximum likelihood estimation of local stellar kinematics [PDF]
, 2012 Context. Kinematical data such as the mean velocities and velocity dispersions of stellar samples are useful tools to study galactic structure and evolution.
Aghajani, Toktam, Lindegren, Lennart
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Consistency of maximum likelihood estimation for some dynamical systems [PDF]
, 2014 We consider the asymptotic consistency of maximum likelihood parameter estimation for dynamical systems observed with noise. Under suitable conditions on the dynamical systems and the observations, we show that maximum likelihood parameter estimation is ...
McGoff, Kevin +3 more
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The Density of the Maximum Likelihood Estimator
Econometrica, 1999 In this paper we derive an expression for the exact density of the maximum likelihood estimator (MLE) in the case where the MLE is uniquely defined at each point in the sample space by the vanishing of the score vector.
Hillier, G, Armstrong, M
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