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Likelihood inference in exponential families and directions of recession
exponential family existence of maximum likelihood estimate BarndorffNielsen completion
2009/9/16
When in a full exponential family the maximum likelihood estimate (MLE) does not exist, the MLE may exist in the Barndorff-Nielsen completion of the family. We propose a practical algorithm for findin...
Likelihood Inference in Exponential Families and Directions of Recession
exponential family existence of maximum likelihood estimate Barndorff-Nielsen completion
2010/3/17
When in a full exponential family the maximum likelihood estimate
(MLE) does not exist, the MLE may exist in the Barndorff-Nielsen
completion of the family. We propose a practical algorithm for find...