Power Spectrum Estimation II. Linear Maximum Likelihood

نویسنده

  • Andrew J S Hamilton
چکیده

This second paper of two companion papers on the estimation of power spectra specializes to the topic of estimating galaxy power spectra at large, linear scales using maximum likelihood methods. As in the first paper, the aims are pedagogical, and the emphasis is on concepts rather than technical detail. The paper covers most of the salient issues, including selection functions, likelihood functions, Karhunen-Loève compression, pair-integral bias, Local Group flow, angular or radial systematics (arising for example from extinction), redshift distortions, quadratic compression, decorrelation, and disentanglement. The procedures are illustrated with results from the IRAS PSCz survey. Most of the PSCz graphics included in this paper have not been published elsewhere.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

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 کامل

Change Point Estimation of the Stationary State in Auto Regressive Moving Average Models, Using Maximum Likelihood Estimation and Singular Value Decomposition-based Filtering

In this paper, for the first time, the subject of change point estimation has been utilized in the stationary state of auto regressive moving average (ARMA) (1, 1). In the monitoring phase, in case the features of the question pursue a time series, i.e., ARMA(1,1), on the basis of the maximum likelihood technique, an approach will be developed for the estimation of the stationary state’s change...

متن کامل

A comparison of algorithms for maximum likelihood estimation of Spatial GLM models

In spatial generalized linear mixed models, spatial correlation is assumed by adding normal latent variables to the model. In these models because of the non-Gaussian spatial response and the presence of latent variables the likelihood function cannot usually be given in a closed form, thus the maximum likelihood approach is very challenging. The main purpose of this paper is to introduce two n...

متن کامل

Estimation for the Type-II Extreme Value Distribution Based on Progressive Type-II Censoring

In this paper, we discuss the statistical inference on the unknown parameters and reliability function of type-II extreme value (EVII) distribution when the observed data are progressively type-II censored. By applying EM algorithm, we obtain maximum likelihood estimates (MLEs). We also suggest approximate maximum likelihood estimators (AMLEs), which have explicit expressions. We provide Bayes ...

متن کامل

Bayesin estimation and prediction whit multiply type-II censored sample of sequential order statistics from one-and-two-parameter exponential distribution

In this article introduce the sequential order statistics. Therefore based on multiply Type-II censored sample of sequential order statistics, Bayesian estimators are derived for the parameters of one- and two- parameter exponential distributions under the assumption that the prior distribution is given by an inverse gamma distribution and the Bayes estimator with respect to squared error loss ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005