2014Wiley StatsRef: Statistics Reference OnlineRequires access

Generalized Maximum Likelihood

M. J. Crowder

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Abstract

Abstract Maximum likelihood estimation plays a central role in statistical methodology but can fail in certain situations. Various modified versions have been proposed, some of which are described here.

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What this paper is about

Abstract Maximum likelihood estimation plays a central role in statistical methodology but can fail in certain situations. Various modified versions have been proposed, some of which are described here.

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Available abstract

Abstract Maximum likelihood estimation plays a central role in statistical methodology but can fail in certain situations. Various modified versions have been proposed, some of which are described here.

Key concepts: Maximum likelihood, Mathematics, Statistics, Computer science, Econometrics

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