Generalized maximum likelihood estimates for exponential families

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F06%3A00040857" target="_blank" >RIV/67985556:_____/06:00040857 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
Generalized maximum likelihood estimates for exponential families
Original language description
For a standard full exponential family on a Euclidean space, or its canonically convex subfamily, the generalized maximum likelihood estimator is an extension of the mapping that assigns to the mean a of a sample for which a maximizer t* of the corresponding likelihood function exists, the member of the family parameterized by t*. This extension assigns to each a with the likelihood function bounded above, a member of the closure of the family in variation distance. Its detailed description, complete characterization of domain and range, and additional results are presented, in a general setting. In addition to basic convex analysis tools, the authors' prior results on convex cores of measures and closures of exponential families are used.
Czech name
—
Czech description
—

Project
<a href="/en/project/IAA100750603" target="_blank" >IAA100750603: Information geomerty of multidimensional models in statistics and artificial intelligence.</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)