Title :
Information closure of exponential families and generalized maximum likelihood estimates
Author :
Csiszar, Ivan ; Matus, F.
Author_Institution :
A. Renyi Inst. of Math., Hungarian Acad. of Sci., Budapest, Hungary
Abstract :
Remedies to non-existence of a maximum likelihood estimate (MLE) in an exponential family or subfamily are offered: generalized MLE, and MLE in an information closure.
Keywords :
exponential distribution; information theory; maximum likelihood estimation; MLE; exponential family; exponential subfamily; generalized maximum likelihood estimation; information closure; probability measures; Automation; Content addressable storage; Extraterrestrial measurements; Mathematics; Maximum likelihood estimation; Probability; Q measurement; Statistics;
Conference_Titel :
Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
Print_ISBN :
0-7803-7501-7
DOI :
10.1109/ISIT.2002.1023706
