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中山大学岭南学院高级计量经济学课件（I）CH6 Maximum Likelihood Estimation
中山大学岭南学院 高级计量经济学 课件（I） CH6 Maximum Likelihood Estimation
2017/6/14
中山大学岭南学院高级计量经济学课件（I）CH6 Maximum Likelihood Estimation。
Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/20
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
Nonparametric signal in white noise Maximum likelihood Smoothness classes Extremal problems Optimal control Iterative solution
2015/8/25
We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise.The aim is to reduce these to standard problems of optimal control which can be solve...
Independent component analysis via nonparametric maximum likelihood estimation
Blind source separation density estimation independent component analysis log-concave projection
2012/6/19
Independent Component Analysis (ICA) models are very popular semiparametric models in which we observe independent copies of a random vector $X = AS$, where $A$ is a non-singular matrix and $S$ has in...
Bayesian interpretation of Generalized empirical likelihood by maximum entropy
Bayesian interpretation Generalized empirical likelihood maximum entropy
2012/3/1
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian app...
Maximum-Likelihood Non-Decreasing Response Estimates
maximum likelihood unimodal PDF families non-decreasing response estimates
2011/8/25
Abstract: Let $x_{i,j}$, $1 \le i \le m$, $1 \le j \le n_i$, be observations from a doubly-indexed sequence $\{X_{i,j}\}$ of independent random variables (all of them discrete, or all of them absolute...
Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators
Non-Parametric Maximum Likelihood Density Estimation Simulation-Based Minimum Distance Estimators
2011/2/22
Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a
parametric model that are based on auxiliary non-parametric maximum likelihood density
estimators are shown to...