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Efficient maximum likelihood estimator fitting of histograms

✍ Scribed by Laurence, Ted A; Chromy, Brett A


Book ID
109936071
Publisher
Nature Publishing Group
Year
2010
Tongue
English
Weight
778 KB
Volume
7
Category
Article
ISSN
1552-4450

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Concentration inequality of maximum like
✍ Yu Miao πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 246 KB

For a sequence of independent and identically distributed random variables (r.v.) valued in some metric space (E, d), we obtain a sharp concentration inequality of the maximum likelihood estimator under some standard concavity condition.