Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
In certain multivariate problems the full probability density has an awkward normalizing constant, but the conditional and/or marginal distributions may be much more tractable. In this paper we ...
On the Asymptotic Properties of the Maximum-Likelihood Estimate Obtained from Dependent Observations
The problem of weak consistency and asymptotic efficiency of the maximum-likelihood estimate in the case of dependent random variables (observations) is considered. A set of readily applicable ...
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