Indirect maximum likelihood estimation

DOI10.1007/978-3-319-42056-1_4MaRDI QIDQ2957705zbMATH OpenOpenAlexFDO

Authors Daniel Berend, Luba Sapir

Publication date 27 January 2017

Published in Optimization and Its Applications in Control and Data Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-42056-1_4

zbMATH Keywords

Fisher informationempirical Bayes estimationindirect observationsexponential-Poissonian distributionsindirect maximum likelihood estimatornormal-normal distributionstwo-level setupunobserved observations

Mathematics Subject Classification ID

Point estimation (62F10)

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• An identity for the Fisher information and Mahalanobis distance
• Assessing the performance of empirical Bayes estimators
• Bayes and empirical Bayes methods for data analysis.
• Bayes empirical Bayes estimation for discrete exponential families
• Maximum likelihood estimation of point scatterers for computational time-reversal imaging
• Measurement Error Models with Auxiliary Data

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