Remarques sur le maximum de vraisemblance
Some paradoxes on the maximum likelihood principle are presented and commented. We consider the properties of the maximum likelihood estimators as a particular case of the M-estimators. We propose a unified theory which includes non-dominated models. Several examples are given.
| Autores: | , |
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| Formato: | artículo |
| Fecha de publicación: | 1997 |
| País: | España |
| Recursos: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | francés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/4079 |
| Acesso em linha: | https://hdl.handle.net/2099/4079 |
| Access Level: | acceso abierto |
| Palavra-chave: | Inference Vraisemblance Inferència Classificació AMS::62 Statistics::62F Parametric inference |
| Resumo: | Some paradoxes on the maximum likelihood principle are presented and commented. We consider the properties of the maximum likelihood estimators as a particular case of the M-estimators. We propose a unified theory which includes non-dominated models. Several examples are given. |
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