Pseudo maximum likelihood estimation for the dirichlet-multinomial distribution

DOI10.1080/03610928508829045MaRDI QIDQ3738409zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508829045

zbMATH Keywords

asymptotic relative efficiencychi square moment estimationDirichlet-multinomial distributionmaximum likelihood estimatemethod of moment estimationPseudo maximum likelihood estimationscale parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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Cites work

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• A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
• Analysis of contingency tables under cluster sampling
• Composite Sampling
• Compound multinomial likelihood functions are unimodal: Proof of a conjecture of I. J. Good
• Dirichlet models for square contingency tables
• scientific article; zbMATH DE number 3876379 (Why is no real title available?)
• scientific article; zbMATH DE number 3458034 (Why is no real title available?)
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• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• MAXIMUM LIKELIHOOD AND THE EFFICIENCY OF THE METHOD OF MOMENTS
• Pseudo maximum likelihood estimation: Theory and applications
• The Bayes factor against equiprobability of a multinomial population assuming a symmetric Dirichlet prior

Cited in

(9)

• A maximum likelihood approximation method for Dirichlet's parameter estimation
• A comparison of computational approaches for maximum likelihood estimation of the Dirichlet parameters on high-dimensional data
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Approximate distribution and test of fit for the clustering effect in the dirichlet multinomial model
• scientific article; zbMATH DE number 1293582 (Why is no real title available?)
• Fisher information matrix of the Dirichlet-multinomial distribution
• Dirichlet distribution and estimation of parameters
• Fourth order pseudo maximum likelihood methods
• An improved method for the computation of maximum likelihood estimates for multinomial overdispersion models

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• BMDP

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