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

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 ...

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 ...