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Description
  • For a standard full exponential family on a Euclidean space, or its canonically convex subfamily, the generalized maximum likelihood estimator is an extension of the mapping that assigns to the mean a of a sample for which a maximizer t* of the corresponding likelihood function exists, the member of the family parameterized by t*. This extension assigns to each a with the likelihood function bounded above, a member of the closure of the family in variation distance. Its detailed description, complete characterization of domain and range, and additional results are presented, in a general setting. In addition to basic convex analysis tools, the authors' prior results on convex cores of measures and closures of exponential families are used.
  • For a standard full exponential family on a Euclidean space, or its canonically convex subfamily, the generalized maximum likelihood estimator is an extension of the mapping that assigns to the mean a of a sample for which a maximizer t* of the corresponding likelihood function exists, the member of the family parameterized by t*. This extension assigns to each a with the likelihood function bounded above, a member of the closure of the family in variation distance. Its detailed description, complete characterization of domain and range, and additional results are presented, in a general setting. In addition to basic convex analysis tools, the authors' prior results on convex cores of measures and closures of exponential families are used. (en)
Title
  • Generalized maximum likelihood estimates for exponential families
  • Generalized maximum likelihood estimates for exponential families (en)
skos:prefLabel
  • Generalized maximum likelihood estimates for exponential families
  • Generalized maximum likelihood estimates for exponential families (en)
skos:notation
  • RIV/67985556:_____/06:00040857!RIV10-AV0-67985556
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  • P(IAA100750603), Z(AV0Z10750506)
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  • 476795
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  • RIV/67985556:_____/06:00040857
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  • exponential family; maximum likelihood estimator; likelihood function; variation distance; convex cores of measures; closures of exponential families (en)
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http://linked.open...ontrolniKodProRIV
  • [5750D51A7963]
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  • Seattle
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  • Seattle
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  • Proceedings ISIT 2006
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  • Matúš, František
  • Csiszár, I.
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http://linked.open...n/vavai/riv/zamer
number of pages
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  • IEEE
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  • 978-1-4244-0505-3
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