Maximum Likelihood Estimation of a Compound Poisson Process
نویسندگان
چکیده
منابع مشابه
Modified Maximum Likelihood Estimation in Poisson Regression
In Generalized Linear Models, likelihood equations are intractable and do not have explicit solutions; thus, they must be solved by using Newton-type algorithms. Solving these equations by iterations, however, can be problematic: the iterations might converge to wrong values or the iterations might not converge at all. In this study, we derive the modified maximum likelihood estimators for Pois...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1976
ISSN: 0090-5364
DOI: 10.1214/aos/1176343651