, 2007 The Maximum Likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with known error distribution.
Markovsky, Ivan +2 more
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The method of maximum likelihood [PDF]
, 1963 This thesis is the comprehensive study of the method of maximum likelihood and its relative merit over other methods of estimation. This method of estimation, developed by R. A. Fisher in 1921 is the oldest method. Since that time, Fisher and some others
Agha, Majid H.A
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A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
, 2013 A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the ...
Lindsay, K.A. +2 more
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models used in finance. Since the exact likelihood can be constructed only in special cases, much attention has been devoted to the development of methods designed
Jun Yu, Peter C. B. Phillips
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Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function [PDF]
In this paper, we consider the problem of estimation of semi-linear regression models. Using invariance arguments, Bhowmik and King (2001) have derived the probability density functions of the maximal invariant statistic for the nonlinear component of ...
Jahar L. Bhowmik, Maxwell L. King
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On the equivalence between Total Least Squares and Maximum Likelihood PCA
, 2005 The maximum likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with known error distribution.
Wentzell, P. +7 more
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MLDS: Maximum Likelihood Difference Scaling in R
The MLDS package in the R programming language can be used to estimate perceptual scales based on the results of psychophysical experiments using the method of difference scaling.
Kenneth Knoblauch, Laurence T. Maloney
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A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model [PDF]
Type I (censored regression) and Type II Tobit (sample selection) models are widely used in the various fields of economics. The Type I Tobit model is a special case of the Type II Tobit model.
Kazumitsu Nawata
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A maximum-likelihood method to estimate a single ADC value of lesions using diffusion MRI. [PDF]
Magn Reson Med, 2016 Jha AK, Rodríguez JJ, Stopeck AT.
europepmc +1 more source
Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations [PDF]
In this paper, we discuss the class of Bilinear GATRCH (BL-GARCH) models which are capable of capturing simultaneously two key properties of non-linear time series : volatility clustering and leverage effects. It has been observed often that the marginal
Dominique Guegan +2 more
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