Maximum likelihood estimation

Results: 1796



#Item
671Fisher information / Conjugate prior / Dimensional analysis / Mixture model / Statistics / Estimation theory / Maximum likelihood

arXiv:physics[removed]v1 9 Jan[removed]ENTROPIC PRIORS FOR DISCRETE PROBABILISTIC NETWORKS AND FOR MIXTURES OF GAUSSIANS MODELS C. C. RODRIGUEZ

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Source URL: omega.albany.edu

Language: English - Date: 2005-09-22 15:53:28
672Markov models / Statistical theory / Options / Normal distribution / Markov chain / Maximum likelihood / Univariate / Likelihood function / Probability distribution / Statistics / Mathematical finance / Estimation theory

The University of Adelaide School of Economics Research Paper No[removed]July 2011

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Source URL: economics.adelaide.edu.au

Language: English - Date: 2014-08-10 21:21:47
673Estimation theory / Bayes estimator / Conjugate prior / Maximum likelihood / Fisher information / Loss function / Empirical Bayes method / Confidence interval / Likelihood principle / Statistics / Bayesian statistics / Statistical theory

Geometric and Topological Invariants of the Hypothesis Space Carlos C. Rodríguez Department of Mathematics and Statistics The University at Albany, SUNY. http://omega.albany.edu:8008/

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Source URL: omega.albany.edu

Language: English - Date: 2010-09-01 16:13:58
674Economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Statistical theory / Macroeconomic model / Identifiability / Maximum likelihood / Parametrization / System identification / Macroeconomics / New Keynesian economics / Estimation theory

LOCAL AND GLOBAL IDENTIFICATION OF DSGE MODELS: A SIMULTANEOUS-EQUATION APPROACH ˇ DANIEL F. WAGGONER, AND TAO ZHA MARTIN FUKAC, A BSTRACT. We address some issues about local and global identification of DSGE models and

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Source URL: www.atl-res.com

Language: English - Date: 2007-12-22 09:17:22
675Estimation theory / Data analysis / Singular value decomposition / Matrices / Principal component analysis / Least squares / Covariance matrix / Orthogonal matrix / Maximum likelihood / Statistics / Algebra / Regression analysis

1 lostr.tex, [removed]COMMENTARY ON TWO ARTICLES BY C. A. LOS  E. T. Jaynes Wayman Crow Professor of Physics

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Source URL: bayes.wustl.edu

Language: English - Date: 2010-12-21 17:21:34
676Statistical inference / Econometrics / Covariance and correlation / Estimator / Correlation and dependence / Standard error / Variance / Maximum likelihood / Mean squared error / Statistics / Estimation theory / Statistical theory

Asset Correlation of German Corporate Obligors: Its Estimation, Its Drivers and Implications for Regulatory Capital Klaus D¨ ullmann∗ and Harald Scheule†

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:15:27
677Least squares / Mathematical optimization / Maximum likelihood / Multivariate normal distribution / Normal distribution / Covariance / Statistics / Regression analysis / Estimation theory

A Multilevel Framework for Sparse Inverse Covariance Estimation Eran Treister∗ Computer Science, Technion, Israel and Earth and Ocean Sciences, UBC Vancouver, BC, V6T 1Z2, Canada

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Source URL: www.opt-ml.org

Language: English - Date: 2014-12-10 11:28:09
678Statistical theory / M-estimators / Maximum likelihood / Exponential family / Likelihood function / Entailment / Expectation–maximization algorithm / Estimation theory / Statistics / Logic

Assessing Degeneracy in Statistical Models of Social Networks 1 Mark S. Handcock University of Washington, Seattle Working Paper no. 39

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Source URL: www.csss.washington.edu

Language: English - Date: 2009-01-07 17:16:05
679Estimation theory / Least squares / Maximum likelihood / Linear least squares / Linear regression / Eigenvalues and eigenvectors / Fisher information / Variance / Multiple signal classification / Statistics / Algebra / Regression analysis

Employing Symmetry Constraints for Improved Frequency Estimation by Eigenanalysis Methods∗ Gordon K. Smyth Department of Mathematics, University of Queensland Australia 4072

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Source URL: www.statsci.org

Language: English - Date: 2005-09-25 07:22:49
680Symbol / Generalized extreme value distribution / Conjugate prior / Normal distribution / Regression analysis / Linear regression / Maximum likelihood / Parameter / Statistics / Econometrics / Estimation theory

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Bayesian hierarchical modelling of rainfall extremes E.A. Lehmann a, A. Phatak a, S. Soltyk b

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:13:40
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