Displaying similar documents to “On the uniqueness of the M. L. estimates in curved exponential families”

On the quadratic derivative of exponential probabilities

František Rublík (1980)

Aplikace matematiky

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In the paper it is shown that exponential families of probabilities have the quadratic derivative of the likelihood ratio, and explicit formulas for this derivative are derived.

Maximum likelihood principle and I -divergence: discrete time observations

Jiří Michálek (1998)

Kybernetika

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The paper investigates the relation between maximum likelihood and minimum I -divergence estimates of unknown parameters and studies the asymptotic behaviour of the likelihood ratio maximum. Observations are assumed to be done in the discrete time.