منابع مشابه
Esscher Approximations for Maximum Likelihood Estimates - Exploratory Ideas
The series expansion of a probability density function known to actuaries by Esschers name and to statisticians as the saddlepoint approximation typically gets integrated to approximate probability values under the density, with a location parameter in the expansion chosen to optimize convergence of the integrated series. We review the general form, the accuracy and the derivation of the Essch...
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In this paper we discuss maximum likelihood estimation when some observations are missing in mixed graphical interaction models assuming a conditional Gaussian distribution as introduced by Lauritzen & Wermuth (1989). For the saturated case ML estimation with missing values via the EM algorithm has been proposed by Little & Schluchter (1985). We expand their results to the special restrictions ...
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Assume that we have some data D and a model M of the process that generated the data. The model has some parameters θ, the specific value of which we do not know but wish to estimate. If the model is properly constructed, we will be able to calculate the probability of it generating the observed data given a specific set of parameter values, P (D|θ,M). Often, the conditioning on the model is su...
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The method of maximum likelihood (ML), introduced by Fisher (1921), is widely used in human and quantitative genetics and we draw upon this approach throughout the book, especially in Chapters 13–16 (mixture distributions) and 26–27 (variance component estimation). Weir (1996) gives a useful introduction with genetic applications, while Kendall and Stuart (1979) and Edwards (1992) provide more ...
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Let D be a nonempty compact subset of a Banach space X and denote by S(X) the family of all nonempty bounded closed convex subsets of X. We endow S(X) with the Hausdorff metric and show that there exists a set F ⊂ S(X) such that its complement S(X) \ F is σ-porous and such that for each A ∈ F and each x̃ ∈ D, the set of solutions of the best approximation problem ‖x̃− z‖ → min, z ∈ A, is nonempty...
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ژورنال
عنوان ژورنال: Rocky Mountain Journal of Mathematics
سال: 1990
ISSN: 0035-7596
DOI: 10.1216/rmjm/1181073164