Modified maximum likelihood estimator

Abstract

In this paper, we present a modified maximum likelihood estimation method, which is suitable to be used with φ-families rather than exponential families. An indicative result of the efficacy of this method is established. We perform numerical experiments to illustrate the accuracy of this method for estimating the dispersion parameter σ in… (More)
DOI: 10.1109/SAM.2016.7569748

Topics

2 Figures and Tables

Slides referencing similar topics