Existence of quasi - maximum likelihood estimators in a semiparametric regression model with ar time series errors 情形的半参数回归模型拟极大似然估计的存在性
In the main theorem , we obtained the error bound between the maximum likelihood estimator and the true parameter 使用这个不等式和概率论的方法,我们得到了参数的极大似然估计的误差界这一主要定理
The definition of the maximum likelihood estimator with the prior information ( pmle ) is given in this paper , and the consistency and asymptotic normality of pmle are proved 摘要定义了有先验信息的极大似然估计,它能够充分利用参数的先验信息,还具有正规条件下的相合性和渐近正态性。
According to the ideas of the pava algorithm , when sample numbers of three normal populations are different , a procedure of obtaining the maximum likelihood estimators of means and standard deviations under tree - order restrictions is proposed 根据pava算法的思想,给出了均值和标准差的比在树序约束下的极大似然估计的计算方法。
The maximum likelihood estimator ( mle ) approach is an important one in frequency estimation domain . this approach has the merit such as exhibiting best performance and requiring minimum threshold of signal noise ratio in calculation 最大似然频率估计法是该领域中的一种重要的研究方法;该方法具有估计结果准确,计算所要求的信噪比门限值低等特点。