Maximum Likelihood Estimator
GPTKB entity
Statements (31)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Statistical Estimator
|
| gptkbp:abbreviation |
gptkb:MLE
|
| gptkbp:appliesTo |
Parametric Models
|
| gptkbp:basedOn |
Likelihood Function
|
| gptkbp:category |
Frequentist Statistics
Point Estimator |
| gptkbp:contrastsWith |
gptkb:Method_of_Moments
Bayesian Estimator |
| gptkbp:form |
argmax_theta L(theta; x)
|
| https://www.w3.org/2000/01/rdf-schema#label |
Maximum Likelihood Estimator
|
| gptkbp:introduced |
gptkb:Ronald_Fisher
|
| gptkbp:introducedIn |
1922
|
| gptkbp:limitation |
May Not Exist or Be Unique
May be Biased for Small Samples Sensitive to Model Misspecification |
| gptkbp:property |
Efficiency
Consistency Asymptotic Normality Invariance |
| gptkbp:relatedTo |
Maximum Likelihood Estimation
Bayesian Estimator |
| gptkbp:requires |
Likelihood Function
|
| gptkbp:usedFor |
Hypothesis Testing
Parameter Estimation Model Selection Estimating Distribution Parameters Fitting Statistical Models |
| gptkbp:usedIn |
gptkb:Machine_Learning
Statistics |
| gptkbp:bfsParent |
gptkb:Best_Linear_Unbiased_Estimator
|
| gptkbp:bfsLayer |
8
|