Results 21 to 30 of about 2,646,945 (311)
Maximum likelihood estimation of Wiener models [PDF]
Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187), 2002 A Wiener model consists of a linear dynamic system followed by a static nonlinearity. The input and output are measured, but not the intermediate signal. We discuss the maximum likelihood estimate for Gaussian measurement and process noise, and the special cases when one of the noise sources is zero.
Hagenblad, Anna, Ljung, Lennart
openaire +2 more sources
Statistical Theory and Related Fields, 2022 Due to cost-effectiveness and high efficiency, two-phase case-control sampling has been widely used in epidemiology studies. We develop a semi-parametric empirical likelihood approach to two-phase case-control data under the logistic regression model. We
Zhen Sheng, Yukun Liu, Jing Qin
doaj +1 more source
Improving the Efficiency of Robust Estimators for the Generalized Linear Model
Stats, 2021 The distance constrained maximum likelihood procedure (DCML) optimally combines a robust estimator with the maximum likelihood estimator with the purpose of improving its small sample efficiency while preserving a good robustness level.
Alfio Marazzi
doaj +1 more source
Semi-Nonparametric Maximum Likelihood Estimation [PDF]
Econometrica, 1987 The density of Hermite forms: \[ h(u)=P^ 2_ k(u-\tau)\Phi^ 2(u| \tau,diag(\gamma)) \] where \(P_ k\) is a polynomial of degree K and \(\Phi\) is the density function of the multivariate normal distribution is shown to be capable of approximating any density arbitrarily closely subject to minimal qualifications relating to compactness, denseness ...
Gallant, A Ronald, Nychka, Douglas W
openaire +1 more source
Most Likely Maximum Entropy for Population Analysis with Region-Censored Data
Entropy, 2015 The paper proposes a new non-parametric density estimator from region-censored observations with application in the context of population studies, where standard maximum likelihood is affected by over-fitting and non-uniqueness problems.
Youssef Bennani +2 more
doaj +1 more source
On the maximum likelihood estimator in the generalized beta regression model [PDF]
Opuscula Mathematica, 2012 The subject of this article is to present the beta - regression model, where we assume that one parameter in the model is described as a combination of algebraically independent continuous functions.
Jerzy P. Rydlewski, Dominik Mielczarek
doaj +1 more source
Modified Ridge Logistic Estimator Based on Singular Value Decomposition [PDF]
The Egyptian Statistical Journal, 2023 This paper aims to introduce a modification of the ridge estimator based on the singular value decomposition (SVD) technique of the design matrix (X ) to combat multicollinearity in the binary logistic model.
Monira Hussein, Mostafa Abd el-Rahman
doaj +1 more source
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator [PDF]
, 2000 Kim and Pollard (Annals of Statistics, 18 (1990) 191?219) showed that a general class of M-estimators converge at rate n1/3 rather than at the standard rate n1/2. Many times, this situation arises when the objective function is non-smooth.
Delgado, Miguel A. +5 more
core +1 more source
Maximum Likelihood Estimation of Position in GNSS [PDF]
IEEE Signal Processing Letters, 2007 In this letter, we obtain the Maximum Likelihood Estimator of position in the framework of Global Navigation Satellite Systems. This theoretical result is the basis of a completely different approach to the positioning problem, in contrast to the conventional two-steps position estimation, consisting of estimating the synchronization parameters of the ...
Pau Closas +2 more
openaire +2 more sources
A Maximum-Likelihood relatedness estimator allowing for negative relatedness values [PDF]
, 2008 Previously reported maximum-likelihood pairwise relatedness (r) estimator of Thompson and Milligan (M) was extended to allow for negative r estimates under the regression interpretation of r.
Heg, Dik +3 more
core +1 more source