Maximum Likelihood Estimate

Some articles on maximum likelihood estimate, likelihood estimate, estimate, likelihood, maximum:

Quasi-maximum Likelihood
... A quasi-maximum likelihood estimate (QMLE, also known as a "pseudo-likelihood estimate" or a "composite likelihood estimate") is an estimate of a parameter ... In contrast, the maximum likelihood estimate maximizes the actual log likelihood function for the data and model ... is often a simplified form of the actual log likelihood function ...
Maximum Likelihood - Properties - Asymptotic Normality
... Maximum-likelihood estimators can lack asymptotic normality and can be inconsistent if there is a failure of one (or more) of the below regularity conditions Estimate on boundary ... Sometimes the maximum likelihood estimate lies on the boundary of the set of possible parameters, or (if the boundary is not, strictly speaking, allowed) the likelihood gets larger and larger as the parameter ... If we have enough data, the maximum likelihood estimate will keep away from the boundary too ...

Famous quotes containing the words estimate, maximum and/or likelihood:

    Value dwells not in particular will;
    It holds his estimate and dignity
    As well wherein ‘tis precious of itself
    As in the prizer.
    William Shakespeare (1564–1616)

    Only at his maximum does an individual surpass all his derivative elements, and become purely himself. And most people never get there. In his own pure individuality a man surpasses his father and mother, and is utterly unknown to them.
    —D.H. (David Herbert)

    Sustained unemployment not only denies parents the opportunity to meet the food, clothing, and shelter needs of their children but also denies them the sense of adequacy, belonging, and worth which being able to do so provides. This increases the likelihood of family problems and decreases the chances of many children to be adequately prepared for school.
    James P. Comer (20th century)