Download or read book Asymptotic Efficiency of the Maximum Likelihood Estimator of a Parameter for the M G 1 Queueing System written by Sudha Jain and published by . This book was released on 1992 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses asymptotic efficiency of the maximum likelihood estimator of the parameters of the M/G/1 queueing system for full likelihood and reduced likelihood functions. The efficiency of the maximum likelihood estimator of the reduced likelihood function relative to full likelihood function is derived.

Download or read book Asymptotic Efficiency of the Maximum Likelihood Estimators for the Parameters of Certain Stochastic Processes written by Dominique Jean-Marie Nocturne and published by . This book was released on 1970 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: A method of estimation leading to asymptotically efficient estimators for the parameters of certain stochastic processes is developed. Results are applied to estimation of parameters for Markov chains, econometric problems, and continuous time Markov processes.

Download or read book Asymptotic Efficiency of the Maximum Likelihood Estimator written by Sol Kaufman and published by . This book was released on 1965 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Maximum Probability Estimators and Related Topics written by L. Weiss and published by Springer. This book was released on 2006-11-15 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Quasi Likelihood And Its Application written by Christopher C. Heyde and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.

Download or read book The Maximum Likelihood Estimator written by Olufemi O. Oguntade and published by . This book was released on 1971 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Algorithm for Maximum Likelihood Estimation Using an Efficient Method for Approximating Sensitivities written by Patrick C. Murphy and published by . This book was released on 1984 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Semiparametric Maximum Likelihood Estimation of Nonlinear Regression Models and Monte Carlo Evidence written by Jian Yang and published by London : Department of Economics, University of Western Ontario. This book was released on 1997 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Maximum Penalized Likelihood Estimation written by P.P.B. Eggermont and published by Springer Nature. This book was released on 2020-12-15 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.

Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1994 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Download or read book Maximum Likelihood Estimates of Linear Dynamic System Parameters written by T. G. Ryall and published by . This book was released on 1983 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt: The parameters of a linear dynamic system are estimated by using the maximum likelihood method. Maximum likelihood estimates are asymptotically unbiased and efficient, that is they are good estimates. Furthermore the maximum likelihood estimate of a function of parameters is the function of the maximum likelihood estimates of those parameters. Two different situations are studied: (1) the excitation force is random; (2) the excitation force is deterministic.

Download or read book Maximum Likelihood Estimation written by Scott R. Eliason and published by SAGE Publications. This book was released on 1993-08-09 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Maximum Likelihood Estimation. . . provides a useful introduction. . . it is clear and easy to follow with applications and graphs. . . . I consider this a very useful book. . . . well-written, with a wealth of explanation. . ." --Dougal Hutchison in Educational Research Eliason reveals to the reader the underlying logic and practice of maximum likelihood (ML) estimation by providing a general modeling framework that utilizes the tools of ML methods. This framework offers readers a flexible modeling strategy since it accommodates cases from the simplest linear models (such as the normal error regression model) to the most complex nonlinear models that link a system of endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, Eliason discusses what properties are desirable in an estimator, basic techniques for finding maximum likelihood solutions, the general form of the covariance matrix for ML estimates, the sampling distribution of ML estimators; the use of ML in the normal as well as other distributions, and some useful illustrations of likelihoods.

Download or read book Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models written by Mary Kathleen Vickers and published by . This book was released on 1977 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Four theorems are proven, which simplify the application to econometric models of Weiss's theorem on asymptotic properties of maximum likelihood estimators in nonstandard cases. The theorems require, roughly: the uniform convergence in any compact sets of the unknown parameters of the expection of the Hessian matrix of the log likelihood function; and the uniform convergence to 0 in the same sense of the variance of the same quantities. The fourth theorem allows one to conclude that the optimal properties hold on an image set of the parameters when the map satisfies certain smoothness conditions, and the first three theorems are satisfied for the original parameter set. These four theorems are applied to autoregressive models, nonlinear models, systems of equations, and probit and logit models to infer optimal asymptotic properties. (Author).

Download or read book Asymptotic Normality of Maximum Likelihood Estimators from Multiparameter Response driven Designs written by William F. Rosenberger and published by . This book was released on 1994 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework and Some Results in Non normal Linear Regression written by Robert Ernest Tarone and published by . This book was released on 1974 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotics of Maximum Likelihood Estimators for the Curie Weiss Model written by Francis Comets and published by . This book was released on 1989 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: