Obtaining Expected Maximum Log Likelihood Estimators
نویسندگان
چکیده
منابع مشابه
The Convergence of Lossy Maximum Likelihood Estimators
Given a sequence of observations (Xn)n≥1 and a family of probability distributions {Qθ}θ∈Θ, the lossy likelihood of a particular distribution Qθ given the data Xn 1 := (X1,X2, . . . ,Xn) is defined as Qθ(B(X 1 ,D)), where B(Xn 1 ,D) is the distortion-ball of radius D around the source sequence X n 1 . Here we investigate the convergence of maximizers of the lossy likelihood.
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ژورنال
عنوان ژورنال: The Statistician
سال: 1988
ISSN: 0039-0526
DOI: 10.2307/2348771