Exponential Models, Maximum Likelihood Estimation, and the Haar Condition

DOI10.2307/2285612MaRDI QIDQ4115925zbMATH OpenOpenAlexFDO

Authors Bradford R. Crain

Publication date 1976

Full work available at URL https://doi.org/10.2307/2285612

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

Cited in

(11)

• Estimating the parameters of a truncated normal distribution
• Log-density estimation in linear inverse problems
• Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
• On estimation of the shape parameter of the gamma distribution
• Data driven versions of neyman's test for uniformity based on bayesian rule
• Post-model-selection method for density estimation
• Some notes on the fisher–bingham family on the sphere
• On Existence of Maximum Likelihood Estimators in Exponential Families
• Maximum likelihood estimation for discrete exponential families and random graphs
• Inferring Sparse Preference Lists from Partial Information
• Approximate nonlinear filtering and its application in navigation

This page was built for publication: Exponential Models, Maximum Likelihood Estimation, and the Haar Condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4115925)