Methodology for efficiency and alteration of the likelihood system
Read, Robert R.
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Although maximum likelihood estimates are asymptotically efficient, they are often very hard to find. If this difficulty is caused by some, but not all, of the equations in the system it may be possible to alter the system and make it more manageable. The asymptotic covariance matrix of the new estimate is related to the information matrix. This relationship is characterized and some interpretations are made. Background material on efficiency and lower bounds is included. (
NPS Report NumberNPS-55-77-9
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