Methodology for Efficiency and Alteration of the Likelihood System.

Abstract

Although maximum likelihood estimates are asymptotically efficient, they are often very hard to find. If this difficulty is caused by some, but not all, of the equations in the system it may be possible to alter the system and make it more manageable. The asymptotic covariance matrix of the new estimate is related to the information matrix. This relationship is characterized and some interpretations are made. Background material on efficiency and lower bounds is included. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 15, 1977
Accession Number
ADA039347

Entities

People

  • Robert R. Read

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • California
  • Classification
  • Covariance
  • Directional
  • Eigenvalues
  • Equations
  • Estimators
  • Integrals
  • Materials
  • Maximum Likelihood Estimation
  • Method Of Moments
  • Operations Research
  • Probability
  • Random Variables
  • Sequences
  • Standards
  • Statistics

Readers

  • Approximation Theory.
  • Theoretical Analysis.