dorsal/arxiv
View SchemaApproaching the parameter estimation quality of maximum likelihood via generalized moments
| Authors | Fyodor V. Tkachov |
|---|---|
| Categories | |
| ArXiv ID | physics/0001019 |
| URL | https://arxiv.org/abs/physics/0001019 |
| Journal | Part.Nucl.Lett. 111 (2002) 28-35 |
Abstract
A simple criterion is presented for a practical construction of generalized moments that allow one to approach the theoretical Rao-Cramer limit for parameter estimation while avoiding the complexity of the maximum likelihood method in the cases of complicated probability distributions and/or very large event samples.
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"abstract": "A simple criterion is presented for a practical construction of generalized\nmoments that allow one to approach the theoretical Rao-Cramer limit for\nparameter estimation while avoiding the complexity of the maximum likelihood\nmethod in the cases of complicated probability distributions and/or very large\nevent samples.",
"arxiv_id": "physics/0001019",
"authors": [
"Fyodor V. Tkachov"
],
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"journal_ref": "Part.Nucl.Lett. 111 (2002) 28-35",
"title": "Approaching the parameter estimation quality of maximum likelihood via generalized moments",
"url": "https://arxiv.org/abs/physics/0001019"
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