似然法所估计的参数具有一致性(consistent)、渐进高效性(asymptotically efficient)和趋于 正态分布 ( normally distributed )的特点。自然对数似然值的计算公式为:
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...用最大概似函数求极值的方式,求算各估计量,这些估计量皆具有一 致性(consistent )、渐进有效性(asymptotically efficient)以及渐进常态分配 (asymptotically normally distribution)的形式。
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asymptotically efficient estimator 渐近有效估计量 ; 渐近有效预计量 ; 渐近有效估计
asymptotically efficient estimate 渐近有效估计 ; 渐近有效估值 ; 渐近有效推估
squared error asymptotically efficient estimator 平方误差渐近有效估计量
asymptotically-efficient estimate 渐近有效估计
asymptotically efficient estimates 渐近有效估计
asymptotically efficient estimators 渐近有效估计
To prove that OLS estimators are asymptotically efficient, one needs to (1) present an estimator that is consistent but its variance is larger.
为了证明ols估计量是渐近有效的,我们需要(1)给出一致的估计量但证明它有更大的方差。
The theory analysis and simulation results show that the estimation is asymptotically unbiased and has strong consistency, and that the new method is very efficient and practical.
理论分析和仿真结果都表明估计结果具有渐近无偏性和一致收敛性,该方法辨识精度高,具有良好的实用性。
The maximum likelihood estimation (MLE) from an RSS sample is consistent an asymptotically normal and more efficient than its counterpart from an SRS sample.
RSS样本下参数的极大似然估计(MLE)仍然是相合的和渐近正态的,而且RSS样本下参数的MLE较同样情况下SRS样本下参数的MLE更有效。
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