๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A note on the maximum likehood estimation of allocation systems

โœ Scribed by Philippe J. Deschamps

Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
240 KB
Volume
6
Category
Article
ISSN
0167-9473

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

A note on admissibility of the maximum l
A note on admissibility of the maximum likelihood estimator for a bounded normal mean
โœ Manabu Iwasa; Yoshiya Moritani ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 279 KB

In estimating a bounded normal mean, it is known that the maximum likelihood estimator is inadmissible for squared error loss function. In this paper, we discuss the admissibility for other loss functions. We prove that the maximum likelihood estimator is admissible under absolute error loss.

A note on the existence of maximum likel
A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models
โœ N. Le; L. Sun; J.V. Zidek ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 221 KB

We show that a non-identifiability problem can occur when one attempts to estimate the degrees of freedom and the unstructured covariance matrix simultaneously in a Gaussian-inverted Wishart model, using the maximum likelihood approach. However, the EM algorithm may falsely converge to give finite e