Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

Under certain conditions on conditional probability densities, in the case of dependent observations, the maximum-likelihood estimate is proved to be consistent, asymptotically efficient and ...

Empirical likelihood methods have emerged as a robust, non‐parametric framework for statistical inference that skilfully bypasses the need for strong parametric assumptions. By constructing likelihood ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 30, No. 2 (1981), pp. 116-124 (9 pages) This paper develops a maximum likelihood method for estimating a piecewise ...