Asymptotic bias reduction of maximum likelihood estimates via penalized likelihoods with differential geometry
Fuente:
arXiv
Saved in:
| Main Authors: | Hirose, Masayo Y., Mano, Shuhei |
|---|---|
| Format: | Preprint |
| Published: |
2020
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)
by: Tsao, Min
Published: (2024)
Asymptotics of the maximum likelihood estimator of the location parameter of Pearson Type VII distribution
by: Okamura, Kazuki
Published: (2025)
by: Okamura, Kazuki
Published: (2025)
Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)
by: Sterzinger, Philipp, et al.
Published: (2023)
On the spherical cardioid distribution and its goodness-of-fit
by: García-Portugués, Eduardo
Published: (2026)
by: García-Portugués, Eduardo
Published: (2026)
Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
by: Lopuhaa, Hendrik Paul
Published: (2025)
by: Lopuhaa, Hendrik Paul
Published: (2025)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
Statistical inference for extremal directions in high-dimensional spaces
by: Butsch, Lucas, et al.
Published: (2026)
by: Butsch, Lucas, et al.
Published: (2026)
Direct sampling from conditional distributions by sequential maximum likelihood estimations
by: Mano, Shuhei
Published: (2025)
by: Mano, Shuhei
Published: (2025)
High dimensional convergence rates for sparse precision estimators for matrix-variate data
by: Sun, Hongqiang, et al.
Published: (2025)
by: Sun, Hongqiang, et al.
Published: (2025)
Graphical lasso for extremes
by: Wan, Phyllis, et al.
Published: (2023)
by: Wan, Phyllis, et al.
Published: (2023)
Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
by: Kosmidis, Ioannis, et al.
Published: (2023)
by: Kosmidis, Ioannis, et al.
Published: (2023)
Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
by: Hejný, Ivan, et al.
Published: (2026)
by: Hejný, Ivan, et al.
Published: (2026)
Nearly unstable family of stochastic processes given by stochastic differential equations with time delay
by: Benke, János Marcell, et al.
Published: (2019)
by: Benke, János Marcell, et al.
Published: (2019)
Maximum likelihood estimation for spinal-structured trees
by: Azaïs, Romain, et al.
Published: (2021)
by: Azaïs, Romain, et al.
Published: (2021)
Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
by: Lee, Kwangmin, et al.
Published: (2024)
by: Lee, Kwangmin, et al.
Published: (2024)
Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
by: Kim, Seongmin, et al.
Published: (2025)
by: Kim, Seongmin, et al.
Published: (2025)
A likelihood ratio test for circular multimodality
by: Bolón, Diego, et al.
Published: (2024)
by: Bolón, Diego, et al.
Published: (2024)
Subspace decompositions for association structure learning in multivariate categorical response regression
by: Zhao, Hongru, et al.
Published: (2024)
by: Zhao, Hongru, et al.
Published: (2024)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
Universal Lower Bounds and Optimal Rates: Achieving Minimax Clustering Error in Sub-Exponential Mixture Models
by: Dreveton, Maximilien, et al.
Published: (2024)
by: Dreveton, Maximilien, et al.
Published: (2024)
Improved estimators in Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)
by: Seifollahi, Solmaz, et al.
Published: (2024)
Estimating order scale parameters of two scale mixture of exponential distributions
by: Mondal, Somnath, et al.
Published: (2025)
by: Mondal, Somnath, et al.
Published: (2025)
Asymptotic comparison of negative multinomial and multivariate normal experiments
by: Genest, Christian, et al.
Published: (2023)
by: Genest, Christian, et al.
Published: (2023)
Minimum $Φ$-distance estimators for finite mixing measures
by: Wei, Yun, et al.
Published: (2023)
by: Wei, Yun, et al.
Published: (2023)
Asymptotic confidence bands for the histogram regression estimator
by: Neumeyer, Natalie, et al.
Published: (2025)
by: Neumeyer, Natalie, et al.
Published: (2025)
L-2 Regularized maximum likelihood for $β$-model in large and sparse networks
by: Shao, Meijia, et al.
Published: (2021)
by: Shao, Meijia, et al.
Published: (2021)
Robust $M$-Estimation of Scatter Matrices via Precision Structure Shrinkage
by: Nikai, Soma, et al.
Published: (2026)
by: Nikai, Soma, et al.
Published: (2026)
Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
Shrinkage estimators in zero-inflated Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)
by: Seifollahi, Solmaz, et al.
Published: (2024)
Inference in high-dimensional logistic regression under tensor network dependence
by: Miles, Josh, et al.
Published: (2026)
by: Miles, Josh, et al.
Published: (2026)
Shrinkage priors for circulant correlation structure models
by: Okudo, Michiko, et al.
Published: (2025)
by: Okudo, Michiko, et al.
Published: (2025)
On variational inference and maximum likelihood estimation with the λ-exponential family
by: Guilmeau, Thomas, et al.
Published: (2023)
by: Guilmeau, Thomas, et al.
Published: (2023)
Tuning free Catoni type joint robust estimation
by: Li, Xiang, et al.
Published: (2025)
by: Li, Xiang, et al.
Published: (2025)
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
by: Bibinger, Markus, et al.
Published: (2022)
by: Bibinger, Markus, et al.
Published: (2022)
Maximum likelihood estimation of mean functions for Gaussian processes under small noise asymptotics
by: Kobayashi, Mitsuki, et al.
Published: (2025)
by: Kobayashi, Mitsuki, et al.
Published: (2025)
From Graphical Lasso to Atomic Norms: High-Dimensional Pattern Recovery
by: Graczyk, Piotr, et al.
Published: (2025)
by: Graczyk, Piotr, et al.
Published: (2025)
A robust approach for generalized linear models based on maximum Lq-likelihood procedure
by: Osorio, Felipe, et al.
Published: (2024)
by: Osorio, Felipe, et al.
Published: (2024)
Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
A robust and scalable estimation for high-dimensional volatility models
by: Chen, Kejun, et al.
Published: (2025)
by: Chen, Kejun, et al.
Published: (2025)
On the spherical Laplace distribution
by: You, Kisung, et al.
Published: (2022)
by: You, Kisung, et al.
Published: (2022)
Similar Items
-
Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024) -
Asymptotics of the maximum likelihood estimator of the location parameter of Pearson Type VII distribution
by: Okamura, Kazuki
Published: (2025) -
Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023) -
On the spherical cardioid distribution and its goodness-of-fit
by: García-Portugués, Eduardo
Published: (2026) -
Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
by: Lopuhaa, Hendrik Paul
Published: (2025)