Maximum Likelihood Estimation in Truncated Samples
نویسندگان
چکیده
منابع مشابه
Maximum likelihood estimation for longitudinal data with truncated observations.
We obtain maximum likelihood estimates of the parameters when the observations on the response variable in a repeated measures design are truncated above a cutpoint. The maximum likelihood equations are solved iteratively using an EM-like procedure. It is observed that these estimates have smaller mean squared error than recently proposed iterative weighted least-squares estimates. The results ...
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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...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1952
ISSN: 0003-4851
DOI: 10.1214/aoms/1177729439