Aspects of likelihood inference
نویسندگان
چکیده
منابع مشابه
Aspects of Likelihood Inference
Jakob Bernoulli’s Ars Conjectandi established the field of probability theory, and founded a long and remarkable mathematical development of deducing patterns to be observed in sequences of random events. The theory of statistical inference works in the opposite direction, attempting to solve the inverse problem of deducing plausible models from a given set of observations. Laplace pioneered th...
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Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator ...
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Geographical Analysis, Vol. 35, No. 2 (April 2003) The Ohio State University Submitted: February 13, 2002. Revised version accepted: October 8, 2002. We would like to gratefully acknowledge the research support received from the National Science Foundation (BCS-0136193 and BCS-0136229). In addition, Pace would like to thank Ana Militino, Lola Ugarte, and the other seminar participants at the Un...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/12-bejsp03