Maximum Smoothed Likelihood Estimation

Abstract

Looking myopically at the larger features of the likelihood function, absent some fine detail, can theoretically improve maximum likelihood estimation. Such estimators are, in fact, used routinely, since numerical techniques for maximizing a computationally expensive likelihood function or for maximizing a Monte Carlo approximation to a likelihood function… (More)

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Cite this paper

@inproceedings{Ionides2005MaximumSL, title={Maximum Smoothed Likelihood Estimation}, author={E. L. Ionides}, year={2005} }