This paper examines necessary and sufficient conditions for the existence of Maximum Likelihood Estimates (MLE) and the propriety of the posterior under a bounded improper prior density for a wide class of discrete (or multinomial) choice models. The choice models are based on the principle of utility maximization. Our results cover a wide class of latent variable distributions defining the uti...

There is a familiar rhetorical template around which mle of law papers are framed. It involves a dizzying number of legal scholars, both ancient and modem, who remind us of the subject's gravity and intellectual pedigree. Although we may disagree over precisely what defining the concept entails, the contours of the conceptual debate are clearly demarcated, and in any sense, the mle of law is no...

Author Contact: David E., Dept. of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, B.C., Canada V8W 2Y2; e-mail: [email protected]; Voice: (250) 721-8540; FAX: (250) 721-6214 Abstract We examine the finite sample properties of the MLE for the Logit model with random covariates. We derive the second order bias and MSE function for the MLE in this model, and undertake some numer...

We provide a polyhedral description of the conditions for the existence of the maximum likelihood estimate (MLE) for a hierarchical log-linear model. The MLE exists if and only if the observed margins lie in the relative interior of the marginal cone. Using this description, we give an algorithm for determining if the MLE exists. If the tree width is bounded, the algorithm runs in polynomial ti...

The maximum likelihood estimator (MLE) of the fractional difference parameter in the Gaussian ARFIMA(0, d, 0) model is well known to be asymptotically N(0, 6/π). This paper develops a second order asymptotic expansion to the distribution of this statistic. The correction term for the density is shown to be independent of d, so that the MLE is second order pivotal for d. This feature of the MLE ...

We have identified a mariner-like element (MLE) in the genome of the silkworm, Bombyx mori. The cloned MLE, desiqnated as BmMLE, contained an ORF that was interrupted by insertions, stop codons, and frameshifts. The complete ORF sequence was estimated by sequencing the PCR products. The hypothetical protein coded by this ORF showed 34% homology to the Mos1 element of Drosophila mauritiana, and ...

Normal mixture models are widely used for statistical modeling of data, including cluster analysis. However maximum likelihood estimation (MLE) for normal mixtures using the EM algorithm may fail as the result of singularities or degeneracies. To avoid this, we propose replacing the MLE by a maximum a posteriori (MAP) estimator, also found by the EM algorithm. For choosing the number of compone...

Continuing increases in computing power and availability mean that many maximum likelihood estimation (MLE) problems previously thought intractable or too computationally difficult can now be tackled numerically. However, ML parameter estimation for distributions whose only analytical expression is as quantile functions has received little attention. Numerical MLE procedures for parameters of n...

We study optimal and suboptimal decentralized estimators in wireless sensor networks over orthogonal multipleaccess fading channels in this paper. Considering multiple-bit quantization for digital transmission, we develop maximum likelihood estimators (MLEs) with both known and unknown channel state information (CSI). When training symbols are available, we derive a MLE that is a special case o...

— To study how to design steganographic algorithm more efficiently, a new coding problem – steganographic codes (abbreviated stego-codes) – is presented in this paper. The stego-codes are defined over the field with q(q ≥ 2) elements. Firstly a method of constructing linear stego-codes is proposed by using the direct sum of vector subspaces. And then the problem of linear stego-codes is convert...