改进的极大似然估计

2016 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM) Pub Date : 2016-07-10 DOI:10.1109/SAM.2016.7569748

David C. de Souza, C. Cavalcante, R. Vigelis

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引用次数: 1

摘要

本文提出了一种改进的极大似然估计方法，它适用于φ-族而不是指数族。建立了该方法有效性的指示性结果。通过数值实验验证了该方法在φ-高斯分布中估计色散参数σ的准确性。

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Modified maximum likelihood estimator

In this paper, we present a modified maximum likelihood estimation method, which is suitable to be used with φ-families rather than exponential families. An indicative result of the efficacy of this method is established. We perform numerical experiments to illustrate the accuracy of this method for estimating the dispersion parameter σ in φ-Gaussians.

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2016 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM)

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