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儿童死亡后的生育反应：最大似然估计模型AI 解读

The individual household's fertility response to an experienced child death, the replacement probability, is estimated for Brazil using a maximum likelihood estimation model. This model, which treats births, deaths, and replacement births as endogenous and which assumes discrete distributions for these random variables, avoids the statistical problems of earlier estimates. The model allows the distribution of births, deaths, and replacement births to vary with included…

卷积分布参数的最大似然估计AI 解读

In the present age of computer sophistication, computational difficulty is no longer a justification for seeking alternative and inefficient estimation procedures in place of maximum likelihood estimation, particularly when there are only two or three parameters to be estimated. Convolution densities are an example where this has occurred. It is shown that in a large class of such densities, the maximum likelihood equations can be reduced by one. Thus for a two-parameter…

临床化学中污染正态分布的估计方法AI 解读

Mixtures of normal distributions have been used in modeling a wide variety of experimental data in fields as different as fisheries biology and medicine. A problem in the field of nutrition concerning estimation of the population proportion of anemic individuals from a sample of hemoglobin values has led to consideration of a class of mixtures of two components, where only the predominant component is assumed to be normal. The second component is assumed to contaminate only…

儿童死亡后的生育反应：一个最大似然估计模型AI 解读

The individual household's fertility response to an experienced child death, the replacement probability, is estimated for Brazil using a maximum likelihood estimation model. This model, which treats births, deaths, and replacement births as endogenous and which assumes discrete distributions for these random variables, avoids the statistical problems of earlier estimates. The model allows the distribution of births, deaths, and replacement births to vary with included…

临床化学中污染正态分布的一种估计程序AI 解读

Mixtures of normal distributions have been used in modeling a wide variety of experimental data in fields as different as fisheries biology and medicine. A problem in the field of nutrition concerning estimation of the population proportion of anemic individuals from a sample of hemoglobin values has led to consideration of a class of mixtures of two components, where only the predominant component is assumed to be normal. The second component is assumed to contaminate only…

一阶移动平均误差的根位于单位圆时的回归模型极大似然估计AI 解读

J. D. Sargan, Alok Bhargava, Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle, Econometrica, Vol. 51, No. 3 (May, 1983), pp. 799-820

二元选择模型的分布无关极大似然估计量AI 解读

is a given function of the exogenous variables z and unknown parameters 9, representing the systematic component of the utility difference, and F is the distribution function of the random component of the utility difference. This paper describes a method of estimating the parameters 9 without assuming any functional form for the distribution function F, and proves that this estimator is consistent. F is also consistently estimated. The method uses maximum likelihood…

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多元自回归指数模型的若干结果AI 解读

We discuss methods for modelling multivariate autoregressive time series in terms of a smaller number of index series which are chosen to provide as complete a summary as possible of the past information contained in the original series necessary for prediction purposes. The maximum likelihood method of estimation and asymptotic properties of estimators of the coefficients which determine the index variables, a well as the corresponding autoregressive coefficients, are…

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通过几何规划求多项概率的极大似然估计AI 解读

This paper illustrates how the duality theory of geometric programming and the special methods available for solution can be used to obtain maximum likelihood estimates for multinomial probabilities. Three examples are given.

用于非嵌套假设检验的工具变量统计量的渐近性质AI 解读

This paper develops Instrumental Variables statistics for testing non-nested hypotheses when the hypotheses considered are single equations from a system of linear dynamic simultaneous equations. Asymptotic distributions of those statistics and of comparable Maximum Likelihood statistics are derived under the null hypothesis, a local non-nested alternative hypothesis, and a local "comprehensive" alternative hypothesis. The asymptotic powers of the non-nested hypothesis tests…

样本不足时 Zellner 最小期望损失与完全信息极大似然估计的进一步结果AI 解读

The article presents a consistent set of conditions that a prior pdf for the reduced-form parameters must satisfy if Zellner's MELO estimators for the structural coefficients of a linear structural econometric model are to exist in all normal cases where the available sample is undersized. Also, the conditions under which the full information maximum likelihood estimators of structural coefficients exist are given. Finally, the article reports application of MELO estimation…

收入分布模型的若干抽样性质AI 解读

A recently proposed model for describing the distribution of income over a population, based on the Burr distribution, has been shown to fit better than the commonly used lognormal or gamma distributions. The current article extends that analysis by deriving the large-sample properties of the maximum likelihood estimates for this three-parameter model. Consequently, resulting confidence intervals for some measures of income inequality (including the Gini index) are used to…

有限取值参数估计的收敛速度：错误概率能有多小？AI 解读

In this paper we investigate the rates of convergence to zero of error probabilities in the estimation problem of a finite-valued parameter. It is shown that if a consistent estimator attains Bahadur's bound for the probability of incorrect decision at some parametric point then the error probability does not tend to zero exponentially fast for some other value of the parameter. We evaluate the minimal possible rate of convergence of this probability at a fixed parametric…

高斯 ARMA 过程估计量的二阶渐近效率AI 解读

In this paper we investigate an optimal property of maximum likelihood and quasi-maximum likelihood estimators of Gaussian autoregressive moving average processes by the second order approximation of the sampling distribution. It is shown that appropriate modifications of these estimators for Gaussian ARMA processes are second order asymptotically efficient if efficiency is measured by the degree of concentration of the sampling distribution up to second order. This concept…

拟似然函数AI 解读

The connection between quasi-likelihood functions, exponential family models and nonlinear weighted least squares is examined. Consistency and asymptotic normality of the parameter estimates are discussed under second moment assumptions. The parameter estimates are shown to satisfy a property of asymptotic optimality similar in spirit to, but more general than, the corresponding optimal property of Gauss-Markov estimators.

基于观测 Fisher 信息的序贯抽样与最大似然估计精度保障AI 解读

A sequential sampling scheme in which observations are taken until the observed Fisher information exceeds a target value is considered for a restricted class of parametric families. It is proved that the theorems for fixed sample size asymptotic likelihood inference conditional on ancillary statistics are directly applicable to the sequential sampling scheme for location families. The fixed sample-size approximate ancillary statistic for two-dimensional curved exponential…

二项分布似然函数的单峰性AI 解读

A maximum likelihood estimate exists for both parameters of the binomial distribution if and only if the sample mean exceeds the sample variance. The derivative of the log-likelihood function has at most one finite root; consequently the likelihood function is unimodular.

指数族多峰分布的估计与矩递推关系AI 解读

Multimodal generalizations of the normal, gamma, inverse gamma, and beta distributions are introduced within a unified framework. These multimodal distributions, belonging to the exponential family, require fewer parameters than corresponding mixture densities and have unique maximum likelihood estimators. Simple moment recursion relations, which make maximum likelihood estimation feasible, also yield easily computed estimators that themselves are shown to be consistent and…

位置尺度剂量反应曲线中位置参数的小样本二元反应估计AI 解读

When one uses a small number of quantal responses to estimate a location parameter in the presence of an unknown scale parameter for a logistic or normal dose-response curve, it is often possible to substantially improve upon the method of maximum likelihood. Some generalized method-of-moments estimators are proposed for an arbitrary dose-response curve known up to location and scale and a theorem is given that establishes existence and uniqueness properties. In a computer…

非线性回归与样条平滑的信号提取方法AI 解读

This article shows how to fit a smooth curve (polynomial spline) to pairs of data values (yi, xi ). Prior specification of a parametric functional form for the curve is not required. The resulting curve can be used to describe the pattern of the data, and to predict unknown values of y given x. Both point and interval estimates are produced. The method is easy to use, and the computational requirements are modest, even for large sample sizes. Our method is based on maximum…

二项分布似然函数的单峰性AI 解读

A maximum likelihood estimate exists for both parameters of the binomial distribution if and only if the sample mean exceeds the sample variance. The derivative of the log-likelihood function has at most one finite root; consequently the likelihood function is unimodular.