L. Le Cam, "Maximum Likelihood: An Introduction", International Statistical Review, vol. 58, no. 2, pp. 153--171, 1990. 21  Home/Search   Document Not in Database   Summary   Related Articles   Check

....most blamed for having infinite inadmissible difficulties) examples for which ML estimator using all the available information is inconsistent. In such cases, Proc. ICASSP 96, May 7 10, Atlanta, GA 3562 c fl IEEE throwing away a substantial part of the information may render the MLE consistent [7]. The problem with this view of PL is that it is quite limiting since such factorizations are very difficult to obtain, the multiplicative intensity model of Cox and Aalen being the only general example where such a cancellation occurs [5] Later, counting process approach to survival analysis has ....

L. Le Cam, "Maximum likelihood: an introduction," Dept. of Math, Univ. of Maryland Lecture Notes, No. 18, October 1979.

....maximizers. Fourth, we need arg max 2 Theta L( jX) to be a measurable function of X; this requires additional assumptions. Even when these assumptions are met, maximum likelihood can have pathological properties, including being inconsistent even when a consistent estimator exists. See Le Cam [36] and examples in Lehmann and Casella [37] One problem maximum likelihood faces even in quite regular inverse problems is the existence of infinitely many maximizers. A partial solution is to add a penalty term; this is quite analogous to regularization. Indeed, many regularization schemes can be ....

L. Le Cam. Maximum likelihood: an introduction. Intl. Stat. Rev., 58:153--171, 1990.

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L. Le Cam, "Maximum Likelihood: An Introduction", International Statistical Review, vol. 58, no. 2, pp. 153--171, 1990. 21

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