Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
نویسندگان
چکیده
منابع مشابه
Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression
Maximum likelihood estimates in logistic regression may encounter serious bias or even non-existence with many covariates or with highly correlated covariates. In this paper, we show that a double penalized maximum likelihood estimator is asymptotically consistent in large samples. r 2007 Elsevier B.V. All rights reserved.
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SUMMARY We introduce an algorithm for calculating the nonparametric maximum likelihood estimator of a distribution function when data are interval censored. This algorithm has advantages over existing methods such as the pool-adjacent-violators algorithm and the greatest-convex-minorant algorithm. We establish a theoretical result related to the expected run time of the new method.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1991
ISSN: 0047-259X
DOI: 10.1016/0047-259x(91)90062-7