Existence of Maximum Likelihood Estimates for Multi-dimensional Exponential Families |
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Authors: | Weiwen Miao,& Marjorie Hahn |
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Affiliation: | Mount Holyoke College,;Tufts University |
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Abstract: | This paper deals with the existence of maximum likelihood estimators for multi-dimensional exponential families, including curved exponential families. It first gives an algorithm for determining the MLE from the data. Then it establishes that when the parameter set is either open or relatively closed in the natural parameter set, the MLE of the parameter exists in the sense of Hoffmann-Jorgensen. |
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Keywords: | existence exponential families maximum likelihood. |
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