2 code implementations • 29 Mar 2018 • Daniel J. Eck, Charles J. Geyer
In a regular full exponential family, the maximum likelihood estimator (MLE) need not exist, in the traditional sense, but the MLE may exist in the Barndorff-Nielsen completion of the family.
Statistics Theory Statistics Theory
no code implementations • 10 May 2017 • Bradley S. Price, Charles J. Geyer, Adam J. Rothman
We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories.
no code implementations • 15 Oct 2013 • Bradley S. Price, Charles J. Geyer, Adam J. Rothman
We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering.