𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The maximum full and partial likelihood estimators in the proportional hazard model

✍ Scribed by Takemi Yanagimoto; Toshinari Kamakura


Publisher
Springer Japan
Year
1984
Tongue
English
Weight
547 KB
Volume
36
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Robust maximum likelihood estimation in
✍ Giuseppe Calafiore; Laurent El Ghaoui πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 181 KB

This paper addresses the problem of maximum likelihood parameter estimation in linear models a!ected by Gaussian noise, whose mean and covariance matrix are uncertain. The proposed estimate maximizes a lower bound on the worst-case (with respect to the uncertainty) likelihood of the measured sample,