Maximum-likelihood estimation for sample surveys
نویسندگان
چکیده
منابع مشابه
Maximum Likelihood Estimation of Parameters in Generalized Functional Linear Model
Sometimes, in practice, data are a function of another variable, which is called functional data. If the scalar response variable is categorical or discrete, and the covariates are functional, then a generalized functional linear model is used to analyze this type of data. In this paper, a truncated generalized functional linear model is studied and a maximum likelihood approach is used to esti...
متن کاملMaximum Likelihood Estimation ∗ Clayton
This module introduces the maximum likelihood estimator. We show how the MLE implements the likelihood principle. Methods for computing th MLE are covered. Properties of the MLE are discussed including asymptotic e ciency and invariance under reparameterization. The maximum likelihood estimator (MLE) is an alternative to the minimum variance unbiased estimator (MVUE). For many estimation proble...
متن کاملMaximum Likelihood Parameter Estimation
The problem of estimating the parameters for continuous-time partially observed systems is discussed. New exact lters for obtaining Maximum Likelihood (ML) parameter estimates via the Expectation Maximization algorithm are derived. The methodology exploits relations between incomplete and complete data likelihood and gradient of likelihood functions, which are derived using Girsanov's measure t...
متن کاملMaximum Likelihood Estimation ∗
This module introduces the maximum likelihood estimator. We show how the MLE implements the likelihood principle. Methods for computing th MLE are covered. Properties of the MLE are discussed including asymptotic e ciency and invariance under reparameterization. The maximum likelihood estimator (MLE) is an alternative to the minimum variance unbiased estimator (MVUE). For many estimation proble...
متن کاملMaximum Likelihood Estimation
1 Summary of Lecture 12 In the last lecture we derived a risk (MSE) bound for regression problems; i.e., select an f ∈ F so that E[(f(X)− Y )]− E[(f∗(X)− Y )] is small, where f∗(x) = E[Y |X = x]. The result is summarized below. Theorem 1 (Complexity Regularization with Squared Error Loss) Let X = R, Y = [−b/2, b/2], {Xi, Yi}i=1 iid, PXY unknown, F = {collection of candidate functions}, f : R → ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2013
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664763.2013.820437