Quasi-independence models with rational maximum likelihood estimator

نویسندگان

چکیده

Abstract We classify the two-way quasi-independence models (independence with structural zeros) that have rational maximum likelihood estimators, or MLEs. give a necessary and sufficient condition on bipartite graph associated to model for MLE be rational. In this case, we an explicit formula in terms of combinatorial features graph. also use Horn uniformization show general log-linear M MLE, any obtained by restricting face cone statistics has MLE.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients∗

This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial coefficients differ across the spatial units. It derives conditions under which the spatial coefficients are identified and develops a quasi maximum likelihood (QML) estimation procedure. Under certain regularity conditions, it is shown that the QML estimators of individual spa...

متن کامل

Lecture 22: Maximum Likelihood Estimator

In the first part of this lecture, we will deal with the consistency and asymptotic distribution of maximum likelihood estimator. The second part of the lecture focuses on signal estimation/tracking. An estimator is said to be consistent if it converges to the quantity being estimated. This section speaks about the consistency of MLE and conditions under which MLE is consistent.

متن کامل

Maximum Likelihood Estimator for Hidden Markov Models in Continuous Time

The paper studies large sample asymptotic properties of the Maximum Likelihood Estimator (MLE) for the parameter of a continuous time Markov chain, observed in white noise. Using the method of weak convergence of likelihoods due to I.Ibragimov and R.Khasminskii [14], consistency, asymptotic normality and convergence of moments are established for MLE under certain strong ergodicity conditions o...

متن کامل

ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD ESTIMATORS FOR SPATIAL AUTOREGRESSIVE MODELS BY LUNG-FEI LEE This paper investigates asymptotic properties of the maximim likelihood estimator and the quasi-maximum likelihood estimator for the spatial autore-

This paper investigates asymptotic properties of the maximim likelihood estimator and the quasi-maximum likelihood estimator for the spatial autoregressive model. The rates of convergence of those estimators may depend on some general features of the spatial weights matrix of the model. It is important to make the distinction with different spatial scenarios. Under the scenario that each unit w...

متن کامل

Analytical quasi maximum likelihood inference in multivariate volatility models

Quasi maximum likelihood estimation and inference in multivariate volatility models remains a challenging computational task if, for example, the dimension is high. One of the reasons is that typically numerical procedures are used to compute the score and the Hessian, and often they are numerically unstable. We provide analytical formulae for the score and the Hessian and show in a simulation ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Symbolic Computation

سال: 2021

ISSN: ['1095-855X', '0747-7171']

DOI: https://doi.org/10.1016/j.jsc.2020.10.006