Observed Range Maximum Likelihood Estimation

2011/11/17 by Plamen Markov, Markov, Plamen
Mathematics · #62G05 #62G07 #62G08 #62N01 #62N02 #Advanced Statistical Methods and Models #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1111.4196

openalex publication_date 2011/11/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The idea of maximizing the likelihood of the observed range for a set of jointly realized counts has been employed in a variety of contexts. The applicability of the MLE introduced in [1] has been extended to the general case of a multivariate sample containing interval censored outcomes. In addition, a kernel density estimator and a related score function have been proposed leading to the construction of a modified Nadaraya-Watson regression estimator. Finally, the author has treated the problems of estimating the parameters of a mutinomial distribution and the analysis of contingency tables in the presence of censoring.

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