منابع مشابه
Maximum Lq-Likelihood Estimation via the Expectation Maximization Algorithm: A Robust Estimation of Mixture Models
We introduce a maximum Lq-likelihood estimation (MLqE) of mixture models using our proposed expectation maximization (EM) algorithm, namely the EM algorithm with Lq-likelihood (EM-Lq). Properties of the MLqE obtained from the proposed EMLq are studied through simulated mixture model data. Compared with the maximum likelihood estimation (MLE) which is obtained from the EM algorithm, the MLqE pro...
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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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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...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2010
ISSN: 0090-5364
DOI: 10.1214/09-aos687