Remarques sur le maximum de vraisemblance

Autores: Catherine Hubert, Mikhail Nikulin
Localización: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa, ISSN 0210-8054, Vol. 21, Nº. 1-2, 1997, págs. 37-58
Idioma: francés
Títulos paralelos:
- Observaciones sobre el máximo de verosimilitud
- Some remarks on the maximum likelihood
Enlaces
- Texto completo (pdf)
Resumen
- 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