共查询到20条相似文献,搜索用时 31 毫秒
1.
A Comparison of Restricted and Unrestricted Estimators in Estimating Linear Functions of Ordered Scale Parameters of Two Gamma Distributions 总被引:2,自引:1,他引:1
Yuan-Tsung Chang Nobuo Shinozaki 《Annals of the Institute of Statistical Mathematics》2002,54(4):848-860
The problem of estimating linear functions of ordered scale parameters of two Gamma distributions is considered. A necessary and sufficient condition on the ratio of two coefficients is given for the maximum likelihood estimator (MLE) to dominate the crude unbiased estimator (UE) in terms of mean square error. A modified MLE which satisfies the restriction is also suggested, and a necessary and sufficient condition is also given for it to dominate the admissible estimator based solely on one sample. The estimation of linear functions of variances in two sample problem and also of variance components in a one-way random effect model is mentioned. 相似文献
2.
A coding problem in steganography 总被引:1,自引:0,他引:1
To study how to design a steganographic algorithm more efficiently, a new coding problem—steganographic codes (abbreviated
stego-codes)—is presented in this paper. The stego-codes are defined over the field with q(q ≥ 2) elements. A method of constructing linear stego-codes is proposed by using the direct sum of vector subspaces. And the
problem of linear stego-codes is converted to an algebraic problem by introducing the concept of the tth dimension of a vector space. Some bounds on the length of stego-codes are obtained, from which the maximum length embeddable
(MLE) code arises. It is shown that there is a corresponding relation between MLE codes and perfect error-correcting codes.
Furthermore the classification of all MLE codes and a lower bound on the number of binary MLE codes are obtained based on
the corresponding results on perfect codes. Finally hiding redundancy is defined to value the performance of stego-codes.
相似文献
3.
4.
Alexandre Brouste Marina Kleptsyna Alexandre Popier 《Statistical Inference for Stochastic Processes》2012,15(2):133-149
We consider a controlled linear differential equation which is partially observed with an additive fractional noise. In this setting, we study the asymptotic (for large observation time) design problem of the input and give an efficient estimator of the unknown signal drift parameter. The optimal estimation input is deduced. The consistency, asymptotic normality and convergence of the moments of the MLE are established. 相似文献
5.
Summary The problem to estimate a common parameter for the pooled sample from the uniform distributions is discussed in the presence
of nuisance parameters. The maximum likelihood estimator (MLE) and others are compared and it is shown that the MLE based
on the pooled sample is not (asymptotically) efficient. 相似文献
6.
On statistical models for regression diagnostics 总被引:2,自引:0,他引:2
In regression diagnostics, the case deletion model (CDM) and the mean shift outlier model (MSOM) are commonly used in practice. In this paper we show that the estimates of CDM and MSOM are equal in a wide class of statistical models, which include LSE, MLE, Bayesian estimate andM-estimate in linear and nonlinear regression models; MLE in generalized linear models and exponential family nonlinear models; MLEs of transformation parameters of explanatory variables in a Box-Cox regression models and so on. Furthermore, we study some models, in which, the estimates are not exactly equal but are approximately equal for CDM and MSOM. 相似文献
7.
《European Journal of Operational Research》1998,111(2):216-227
The author addresses two previously unresolved issues in maximum likelihood estimation (MLE) for multidimensional scaling (MDS). First, a theoretically consistent error model for nonmetric MLDMS is proposed. In particular, theoretical arguments are given that the disturbance should be multiplicative with distance when a stochastic choice model is used on rank-ordered similarity data. This assumption implies that the systematic component of similarity in the rank order is a logarithmic function of distances between stimuli. Second, a problem with identification condition of the maximum likelihood estimators is raised. The author provides a set of constraints that guarantees the identification in MLE, and produces more desirable asymptotic confidence regions that are parameter independent. An example using perception of business schools illustrates these ideas and demonstrates the computational tractability of the MLE approach to MDS. 相似文献
8.
The minimum variance linear unbiased estimators (MVLUE), the best linear invariant estimators (BLIE) and the maximum likelihood estimators (MLE) based on n-selected generalized order statistics are presented for the parameters of the Burr XII distribution. 相似文献
9.
Takeaki Kariya Yoshihiko Konno William E. Strawderman 《Journal of multivariate analysis》1996,56(2):245-258
In the GMANOVA model or equivalent growth curve model, shrinkage effects on the MLE (maximum likelihood estimator) are considered under an invariant risk matrix. We first study the fundamental structure of the problem through which we decompose the estimation problem into some conditional problems and then demonstrate some classes of double shrinkage minimax estimators which uniformly dominate the MLE in the matrix risk. 相似文献
10.
When missing data are either missing completely at random (MCAR) or missing at random (MAR), the maximum likelihood (ML) estimation procedure preserves many of its properties. However, in any statistical modeling, the distribution specification for the likelihood function is at best only an approximation to the real world. In particular, since the normal-distribution-based ML is typically applied to data with heterogeneous marginal skewness and kurtosis, it is necessary to know whether such a practice still generates consistent parameter estimates. When the manifest variables are linear combinations of independent random components and missing data are MAR, this paper shows that the normal-distribution-based MLE is consistent regardless of the distribution of the sample. Examples also show that the consistency of the MLE is not guaranteed for all nonnormally distributed samples. When the population follows a confirmatory factor model, and data are missing due to the magnitude of the factors, the MLE may not be consistent even when data are normally distributed. When data are missing due to the magnitude of measurement errors/uniqueness, MLEs for many of the covariance parameters related to the missing variables are still consistent. This paper also identifies and discusses the factors that affect the asymptotic biases of the MLE when data are not missing at random. In addition, the paper also shows that, under certain data models and MAR mechanism, the MLE is asymptotically normally distributed and the asymptotic covariance matrix is consistently estimated by the commonly used sandwich-type covariance matrix. The results indicate that certain formulas and/or conclusions in the existing literature may not be entirely correct. 相似文献
11.
Shin Ichi Aihara 《Acta Appl Math》1994,35(1-2):131-151
The purpose of this paper is to study the identification problem of a spatially varying discontinuous parameter in stochastic hyperbolic equations. In previous works, the consistency property of the maximum likelihood estimate (MLE) was explored and the generating algorithm for MLE proposed under the condition that an unknown parameter is in a sufficiently regular space with respect to spatial variables.In order to show the consistency property of the MLE for a discontinuous coefficient, we use the method of sieves, i.e. the admissible class of unknown parameters is projected into a finite-dimensional space. For hyperbolic systems, we cannot obtain a regularity property of the solution with respect to a parameter. So in this paper, the parabolic regularization technique is used. The convergence of the derived finite-dimensional MLE to the infinite-dimensional MLE is justified under some conditions. 相似文献
12.
一种Sieve极大似然估计的渐近性质 总被引:2,自引:0,他引:2
该文针对部分线性模型,在响应变量的观测值为Ⅰ型区间删失数据的情形下,讨论Sieve极大似然估计的渐近性质.用三角级数来构造Sieve空间,在一定条件下证明了该估计具有强相合性;得到了该估计的弱收敛速度,并且非参数部分的估计达到了最优收敛速度;还算出了参数部分的信息界. 相似文献
13.
Improved maximum-likelihood estimation for the common shape parameter of several Weibull populations
The biasness problem of the maximum-likelihood estimate (MLE) of the common shape parameter of several Weibull populations is examined in detail. A modified MLE (MMLE) approach is proposed. In the case of complete and Type II censored data, the bias of the MLE can be substantial. This is noticeable even when the sample size is large. Such a bias increases rapidly as the degree of censorship increases and as more populations are involved. The proposed MMLE, however, is nearly unbiased and much more efficient than the MLE, irrespective of the degree of censorship, the sample sizes, and the number of populations involved. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
14.
Takemi Yanagimoto 《Annals of the Institute of Statistical Mathematics》1991,43(4):735-746
The estimation problem of a model through the conditional maximum likelihood estimator (MLE) is explored. The estimated model is compared using the two dual Kullback-Leibler losses with that through the unconditional MLE. The former is found to be superior to the latter under familiar models. This result is applicable to the model selection problem. These suggest a novel extensive use of the conditional likelihood, since the traditional use of the conditional likelihood was restricted only on inference for the structural parameter. 相似文献
15.
George G. Roussas 《Probability Theory and Related Fields》1965,4(1):69-73
Summary In this note the proof of the consistency of a maximum likelihood estimate (MLE) obtained by Wald in [7] in the case of independent and identically distributed random variables is extended to the case of Markov processes.There is an extensive literature about the existence of a MLE and its consistency, most of which includes the assumption of the existence of derivatives of the densities with respect to the parameter involved. (See, for example, [2] and other references cited there.) Even under the rather strong assumption of pointwise differentiability of densities, and other additional regularity conditions, the problem of existence and consistency of a MLE has not been solved satisfactorily. (See, for example, [1], [2], [4], [6].) On the other hand, there have appeared papers like [3], where the consistency of a MLE is proved for processes with dependent random variables, and without the usual differentiability assumptions. The conditions used in the present paper are, however, of a different nature from those imposed in [3], and also are slightly different from Wald's assumptions in [7]. To our knowledge, a proof of consistency of a MLE under conditions similar to the ones used here has not appeared in the literature.I would like to take this opportunity to thank Professor L. LeCam for a number of remarks in connection with this paper.Prepared with the partial support of the National Science Foundation, Grant GP-10. 相似文献
16.
The outlier detection problem and the robust covariance estimation problem are often interchangeable. Without outliers, the classical method of maximum likelihood estimation (MLE) can be used to estimate parameters of a known distribution from observational data. When outliers are present, they dominate the log likelihood function causing the MLE estimators to be pulled toward them. Many robust statistical methods have been developed to detect outliers and to produce estimators that are robust against deviation from model assumptions. However, the existing methods suffer either from computational complexity when problem size increases or from giving up desirable properties, such as affine equivariance. An alternative approach is to design a special mathematical programming model to find the optimal weights for all the observations, such that at the optimal solution, outliers are given smaller weights and can be detected. This method produces a covariance estimator that has the following properties: First, it is affine equivariant. Second, it is computationally efficient even for large problem sizes. Third, it easy to incorporate prior beliefs into the estimator by using semi-definite programming. The accuracy of this method is tested for different contamination models, including recently proposed ones. The method is not only faster than the Fast-MCD method for high dimensional data but also has reasonable accuracy for the tested cases. 相似文献
17.
本文讨论了如何去解决基于分组数据下的回归系数的估计问题.本文所讨论的基于分组数据下的回归模型与经典回归模型的差异在于因变量的观测值为分组数据,即我们只知道它落于事先确定的一组区间中的某一区间,而不知道它的具体值;而经典回归模型的因变量观测值则是一个确定的数值.我们用MLE去估计回归系数,但是此时的MLE无显式解,所以寻找一个合适的迭代算法就成了问题的关键.我们选择利用Bayes计算方法中的EM算法来获得估计量的迭代公式.随机模拟显示了所得估计的有效性. 相似文献
18.
Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model 总被引:1,自引:0,他引:1
Yasunori Fujikoshi 《Annals of the Institute of Statistical Mathematics》1987,39(1):153-161
Summary In this paper we obtain asymptotic expansions for the distribution function and the density function of a linear combination
of the MLE in a GMANOVA model, and for the density function of the MLE itself. We also obtain certain error bounds for the
asymptotic expansions. 相似文献
19.
A new generalized linear exponential distribution (NCLED) is considered in this paper which can be deemed as a new and more flexible extension of linear exponential distribution. Some statistical properties for the NGLED such as the hazard rate function, moments, quantiles are given. The maximum likelihood estimations (MLE) of unknown parameters are also discussed. A simulation study and two real data analyzes are carried out to illustrate that the new distribution is more flexible and effective than other popular distributions in modeling lifetime data. 相似文献