相关论文: The Asymptotic Distribution of the MLE in High-dim…

In this paper, we study the nonparametric maximum likelihood estimator (MLE) of a convex hazard function. We show that the MLE is consistent and converges at a local rate of $n^{2/5}$ at points $x_0$ where the true hazard function is…

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

We study nonparametric estimation of the sub-distribution functions for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we also consider a simpler…

Maximum likelihood estimates (MLEs) are asymptotically normally distributed, and this property is used in meta-analyses to test the heterogeneity of estimates, either for a single cluster or for several sub-groups. More recently, MLEs for…

We provide a theoretical treatment of over-specified Gaussian mixtures of experts with covariate-free gating networks. We establish the convergence rates of the maximum likelihood estimation (MLE) for these models. Our proof technique is…

Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…

This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension $p$ and sample size $n$ are of the same order. For a given dataset $(X,y)\in \mathbb{R}^{n\times p}\times \mathbb{R}^n$ and…

One important issue commonly encountered in the analysis of microarray data is to decide which and how many genes should be selected for further studies. For discriminant microarray data analyses based on statistical models, such as the…

Lately, a New Transmuted Logistic-exponential (NTLE) distribution was introduced and studied as an extension of the Logistic-Exponential Distribution (LED) with wider applicability in lifetime modelling. However, the maximum likelihood…

When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate…

We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function…

We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…

While the ordinary least squares estimator (OLSE) is still the most used estimator in linear regression models, other estimators can be more efficient when the error distribution is not Gaussian. In this paper, our goal is to evaluate this…

We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structural parameter under finite mixtures of location-scale…

We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variate complex Gaussian time series with mutually independent components when the dimension M and the number of…

We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…

Gaussian mixture models are central to classical statistics, widely used in the information sciences, and have a rich mathematical structure. We examine their maximum likelihood estimates through the lens of algebraic statistics. The MLE is…

Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…

With the multiallelic parent-independent mutation-drift model, the equilibrium proportions of alleles are known to be Dirichlet distributed. A special case is the biallelic model, in which the proportions are beta distributed. A sample…

We consider a problem of ecological inference, in which individual-level covariates are known, but labeled data is available only at the aggregate level. The intended application is modeling voter preferences in elections. In Rosenman and…