搜索结果: 16-30 共查到“统计学 maximum likelihood”相关记录36条 . 查询时间(0.093 秒)
Smoothed log-concave maximum likelihood estimation with applications
Classification Functional estimation Log-concave maximum likelihood estimation Log-concavity Smoothing
2011/3/18
We study the smoothed log-concave maximum likelihood estimator of a probability distribution on $\mathbb{R}^d$. This is a fully automatic nonparametric density estimator, obtained as a canonical smoot...
Adaptive Parallel Tempering for Stochastic Maximum Likelihood Learning of RBMs
Machine Learning (stat.ML) Neural and Evolutionary Computing (cs.NE)
2010/12/17
Restricted Boltzmann Machines (RBM) have attracted a lot of attention of late, as one the principle building blocks of deep networks. Training RBMs remains problematic however, because of the intracti...
Geometry of maximum likelihood estimation in Gaussian graphical models
Statistics Theory (math.ST) Algebraic Geometry (math.AG) Optimization and Control (math.OC)
2010/12/17
We study maximum likelihood estimation in Gaussian graphical models from a geometric point of view. An algebraic elimination criterion allows us to find exact lower bounds on the number of observation...
Penalized maximum likelihood estimation for generalized linear point processes
Penalized maximum likelihood estimation generalized linear point processes
2010/3/11
A framework of generalized linear point process models (glppm) much akin to glm for regression is developed where the intensity depends upon a linear predictor process through a known function.In the ...
Non-Gaussian Quasi Maximum Likelihood Estimation of GARCH Models
Non-Gaussian Quasi Maximum Likelihood Estimation GARCH Models
2010/3/9
The non-Gaussian quasi maximum likelihood estimator is frequently used
in GARCH models with intension to improve the efficiency of the GARCH
parameters. However, the method is usually inconsistent u...
Skewness of maximum likelihood estimators in dispersion models
dispersion models nonlinear models skewness maximum likelihood
2010/3/9
We introduce the dispersion models with a regression structure to extend the
generalized linear models, the exponential family nonlinear models (Cordeiro and
Paula, 1989) and the proper dispersion m...
Uniqueness of the maximum likelihood estimator for k-monotone densities
uniqueness k–monotone density mixture mod-els density estimation maximum likelihood nonparametric estimation shape constraints
2010/3/9
We prove uniqueness of the maximum likelihood estimator for
the class of k?monotone densities.
AMS 2000 subject classifications: Primary 62G07.
On approximate pseudo-maximum likelihood estimation for LARCH-processes
asymptotic distribution LARCH process long-range dependence parametricestimation volatility
2010/3/9
Linear ARCH (LARCH) processes were introduced by Robinson [J. Econometrics 47 (1991)
67–84] to model long-range dependence in volatility and leverage. Basic theoretical properties
of LARCH processes...
Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
Current status data maximum smoothed likelihood smoothedmaximum likelihood distribution estimation density estimation hazard rate estimation
2010/3/9
We consider the problem of estimating the distribution function,
the density and the hazard rate of the (unobservable) event time in
the current status model. A well studied and natural nonparametri...
Correction to:“Blind maximum likelihood separation of a linear-quadratic mixture”
Correction Blind maximum likelihood separation linear-quadratic mixture
2010/3/9
An error occurred in the computation of a gradient in [1]. The equa-
tions (20) in Appendix and (17) in the text were not correct. The current
paper presents the correct version of these equations.
Large deviation approximations for maximum likelihood estimators
Large deviation approximations maximum likelihood estimators
2009/9/24
Large deviation approximations for maximum likelihood estimators。
Sieve-based maximum likelihood estimator for almost periodic stochastic process models
Sieve-based maximum likelihood estimator almost periodic stochastic process models
2009/9/23
Sieve-based maximum likelihood estimator for almost periodic stochastic process models。
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models
Maximum Likelihood Estimator One-Parameter Exponential Family Models
2009/9/18
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models。
Conditional Maximum Likelihood Estimation for Control Charts in the Presence of Correlation
Conditional Maximum Likelihood Estimation Control Charts the Presence of Correlation
2009/9/17
Conditional Maximum Likelihood Estimation for Control Charts in the Presence of Correlation。
Improved Maximum Likelihood Estimation in a New Class of Beta Regression Models
Maximum Likelihood Estimation a New Class Beta Regression Models
2009/9/17
Improved Maximum Likelihood Estimation in a New Class of Beta Regression Models。