Maximum likelihood estimation of triangular and polygonal distributions

Maximum Likelihood Estimation of Feature-Based Distributions

Motivated by recent work in phonotactic learning (Hayes and Wilson 2008, Albright 2009), this paper shows how to define feature-based probability distributions whose parameters can be provably efficiently estimated. The main idea is that these distributions are defined as a product of simpler distributions (cf. Ghahramani and Jordan 1997). One advantage of this framework is it draws attention t...

Maximum likelihood estimation and diagnostics for stable distributions

A program for maximum likelihood estimation of general stable parameters is described The Fisher information matrix is computed making large sample estimation of stable parameters a practical tool In addition diagnostics are developed for assessing the stability of a data set Applications to simulated data stock price data foreign exchange rate data radar data and ocean wave energy are presented

Efficient maximum likelihood estimation of copula based meta t-distributions

Recently an efficient fixed point algorithm for finding maximum likelihood estimates has found its application in models based on Gaussian copulas. It requires a decomposition of a likelihood function into two parts and their iterative maximization. Therefore, this algorithm is called maximization by parts (MBP). For copula-based models, the algorithm MBP improves the efficiency of a two-step e...

Maximum Likelihood Estimation of Parameters in Generalized Functional Linear Model

Sometimes, in practice, data are a function of another variable, which is called functional data. If the scalar response variable is categorical or discrete, and the covariates are functional, then a generalized functional linear model is used to analyze this type of data. In this paper, a truncated generalized functional linear model is studied and a maximum likelihood approach is used to esti...

Maximum Log Likelihood Estimation using EM Algorithm and Partition Maximum Log Likelihood Estimation for Mixtures of Generalized Lambda Distributions