2017-10-24
AUTHORSHatem Hajri , Salem Said , Yannick Berthoumieu
ABSTRACTMaximum likelihood estimator (MLE) is a well known estimator in statistics. The popularity of this estimator stems from its asymptotic and universal properties. While asymptotic properties of MLEs on Euclidean spaces attracted a lot of interest, their studies on manifolds are still insufficient. The present paper aims to give a unified study of the subject. Its contributions are twofold. First it proposes a framework of asymptotic results for MLEs on manifolds: consistency, asymptotic normality and asymptotic efficiency. Second, it extends popular testing problems on manifolds. Some examples are discussed. More... »
PAGES692-700
Geometric Science of Information
ISBN
978-3-319-68444-4
978-3-319-68445-1
http://scigraph.springernature.com/pub.10.1007/978-3-319-68445-1_80
DOIhttp://dx.doi.org/10.1007/978-3-319-68445-1_80
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