Results 211 to 220 of about 206,835 (264)

On the uniqueness of the maximum likelihood estimator

Economics Letters, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Orme, Chris D., Ruud, Paul A.
openaire   +2 more sources

Linear maximum likelihood estimator

[Proceedings] ICASSP 91: 1991 International Conference on Acoustics, Speech, and Signal Processing, 1991
A 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
openaire   +1 more source

The interpretation of maximum‐likelihood estimation

Canadian Journal of Statistics, 1984
AbstractMaximum‐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., Viveros-Aguilera, Román   +1 more
openaire   +2 more sources

Maximum Likelihood Estimators on Manifolds

2017
Maximum 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, Salem Said, Yannick Berthoumieu   +2 more
openaire   +1 more source

Moment Estimators and Maximum Likelihood

Biometrika, 1958
where 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.
openaire   +1 more source

A Semiparametric Maximum Likelihood Estimator

Econometrica, 1997
Summary: This paper presents a procedure for analyzing a model in which the parameter vector has two parts: a finite-dimensional component \(\theta\) and a nonparametric component \(\lambda\). The procedure does not require parametric modeling of \(\lambda\) but assumes that the true density of the data satisfies an index restriction.
openaire   +1 more source

Maximum-likelihood estimation of the entropy of an attractor

Physical Review E, 1994
In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the estimation.
Schouten, J.C. (author), Takens, F. (author), van den Bleek, C.M. (author)   +2 more
openaire   +4 more sources

A Note on a Maximum-Likelihood Estimate

Econometrica, 1947
An 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 ...
openaire   +2 more sources

Maximum Likelihood Estimation and Mathematica

Applied Statistics, 1995
Data and outline Mathematica code are given for several examples of maximum likelihood estimation. A common approach is taken to both elementary complete data problems and more computationally demanding incomplete data problems. In teaching, this common approach brings many conceptually simple but computationally heavy problems within reach of the ...
openaire   +2 more sources

On maximum likelihood estimation of a Pareto mixture

Computational Statistics, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bee, Marco, Benedetti, Roberto, Espa, Giuseppe   +2 more
openaire   +4 more sources