Results 261 to 270 of about 2,646,945 (311)

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.
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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
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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.
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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
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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 ...
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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
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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 ...
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A Survey of Maximum Likelihood Estimation

International Statistical Review / Revue Internationale de Statistique, 1972
This survey, which is in two parts, is expository in nature and gives an account of the development of the theory of Maximum Likelihood Estimation (MLE) since its introduction in the papers of Fisher (1922, 1925) up to the present day where original work in this field still continues.
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Maximum entropy and maximum likelihood in spectral estimation

IEEE Transactions on Information Theory, 1998
Summary: The power spectral measure, an informative feature of a stationary time-discrete stochastic process, describes the relative strength of uncorrelated frequency components that compose the process. In spectral estimation one wants to describe the spectral measures of processes having a prescribed initial block of autocorrelation coefficients. In
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'Bias reduction of maximum likelihood estimates'

Biometrika, 1993
Summary: It is shown how, in regular parametric problems, the first-order term is removed from the asymptotic bias of maximum likelihood estimates by a suitable modification of the score function. In exponential families with canonical parameterization the effect is to penalize the likelihood by the Jeffreys invariant prior. In binomial logistic models,
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