Extremum estimator

Results: 29



#Item
21Maximum likelihood / M-estimator / Estimator / Dimensional analysis / Extremum estimator / Hájek–Le Cam convolution theorem / Estimation theory / Statistics / Generalized method of moments

“What’s New in Econometrics” Lecture 15 Generalized Method of Moments and Empirical Likelihood

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Source URL: www.nber.org

Language: English - Date: 2007-07-30 09:59:37
22Bayesian statistics / Expectation–maximization algorithm / Missing data / Statistical models / Maximum likelihood / Likelihood function / Mixture model / Kullback–Leibler divergence / Extremum estimator / Statistics / Estimation theory / Statistical theory

A Note on the Expectation-Maximization (EM) Algorithm ChengXiang Zhai Department of Computer Science University of Illinois at Urbana-Champaign November 2, 2004

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Source URL: www.cs.ust.hk

Language: English - Date: 2006-03-11 03:50:39
23Parametric statistics / Econometrics / M-estimators / Maximum likelihood / Linear regression / Parametric model / T-statistic / Extremum estimator / Hájek–Le Cam convolution theorem / Statistics / Estimation theory / Statistical theory

Studies in Nonlinear Dynamics & Econometrics A Maximum Score Test for Binary Response Models Journal:

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Source URL: economics.olemiss.edu

Language: English - Date: 2013-04-04 14:43:13
24Statistical inference / Estimator / Extremum estimator / Parametric model / Estimation theory / Statistics / Statistical theory

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Source URL: www.math.wisc.edu

Language: English - Date: 2012-10-02 14:53:06
25Statistical inference / M-estimators / Maximum likelihood / Bias of an estimator / Estimator / Likelihood function / Extremum estimator / Bayes estimator / Statistics / Estimation theory / Statistical theory

PDF Document

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Source URL: courses.ncssm.edu

Language: English - Date: 2002-12-20 12:21:00
26Maximum likelihood / Extremum estimator / Parametric model / Normal distribution / Consistent estimator / Fisher information / Statistics / Estimation theory / Statistical theory

ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD ESTIMATORS FOR SPATIAL AUTOREGRESSIVE MODELS BY LUNG-FEI LEE1

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2011-12-15 19:09:45
27Maximum likelihood / Estimator / Efficient estimator / Consistent estimator / Fisher information / Efficiency / Extremum estimator / Fisher consistency / Estimation theory / Statistics / Statistical theory

Efficient On-Line Estimation of Autoregressive Parameters Teo Sharia

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Source URL: personal.rhul.ac.uk

Language: English - Date: 2010-05-28 09:02:44
28Maximum likelihood / M-estimator / Likelihood function / Generalized method of moments / Kullback–Leibler divergence / Mixture model / Fisher information / Extremum estimator / Statistics / Estimation theory / Expectation–maximization algorithm

Foundations and Trends R in Signal Processing Vol. 4, No[removed]–296

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Source URL: jcnts.files.wordpress.com

Language: English - Date: 2011-04-17 21:39:34
29Maximum likelihood / Bayes estimator / Fisher information / Bias of an estimator / Mean squared error / Estimator / Likelihood function / Normal distribution / Extremum estimator / Statistics / Estimation theory / Statistical theory

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Source URL: pdg.lbl.gov

Language: English - Date: 2010-07-30 17:43:46
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