Pseudo maximum likelihood estimation (PML) for the Dirich-let-multinomial distribution is proposed and examined in this pa-per. The procedure is compared to that based on moments (MM) for its asymptotic relative efficiency (ARE) relative to the maximum likelihood estimate (ML). It is found ...
参考文献: Gong, G., and Samaniego, F. J. (1981), "pseudo Maximum Likelihood Estimation: Theory and Applications," The Annals of Statistics, 9,861-869,[1581]. Tang, G., Little, R. J. A., and Raghunathan, T. E. (2003), “Analysis of Multivariate Missing Data With Nonignorable Nonr...
Strong consistency and asymptotic normality of the Gaussian pseudo-maximum likelihood estimate of the parameters in a wide class of ARCH() processes are estaSocial Science Electronic PublishingRobinson, P.M., and P. Zaffaroni (2006): "Pseudo-maximum likelihood estimation of ARCH(1) models,"Annals...
Pseudo maximum likelihood estimation easily extends to k parameter models, and is of interest in problems in which the likelihood surface is ill-behaved in higher dimensions but well-behaved in lower dimensions. Several signal plus noise or convolution models are examined which exhibit such behavior ...
Pseudo maximum likelihood estimation easily extends to $k$-parameter models, and is of interest in problems in which the likelihood surface is ill-behaved in higher dimensions but well-behaved in lower dimensions. We examine several signal-plus-noise, or convolution, models which exhibit such ...
Pseudo maximum likelihood estimation of structural models involving fixed-point problems This paper deals with the estimation of structural econometric models where the probability distribution of endogenous variables is implicitly defined as a... Victor,Aguirregabiria - 《Economics Letters》 被引量: 49发...
ARCH(2) modelAsymptotic NormalityConsistencyDependent innovationsPseudo-maximum likelihood EstimationQuadratic exponential familiesThis paper investigates the pseudo-maximum likelihdoi:10.1080/03610926.2017.1337142Eugene KouassiPatrice Takam SohMorvan N. Donfack...
6) quasi maximum likelihood estimation 伪极大似然估计 参考词条 伪极大似然估计法伪极坐标快速傅立叶变换保证金返还粗节毛 补充资料:极大似然估计 极大似然估计法是求估计的另一种方法。它最早由高斯提出。后来为费歇在1912年的文章中重新提出,并且证明了这个方法的一些性质。极大似然估计这一名称也是费歇给的。
文档标签: Maximum Pseudo Likelihood Estimation in Network Tomography 系统标签: likelihood pseudo tomography network estimation maximum 1MaximumPseudoLikelihoodEstimationinNetworkTomographyGangLiangBinYuAbstract—Networkmonitoringanddiagnosisarekeytoim-provingnetworkperformance.Thedifficultiesofperformancemonitoringliein...
A pseudo-maximum likelihood data estimation (PML) algorithm for discrete channels with finite memory in additive white Gaussian noise (AWGN) is developed. The performance analysis of the PML algorithm is derived. Computer simulation results demonstrate the performance of the PML algorithm together with...