Maximum Smoothed Likelihood Estimation


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