Maximum Likelihood and Decision Theory
Efron, Bradley
Ann. Statist., Tome 10 (1982) no. 1, p. 340-356 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
This paper discusses five questions concerning maximum likelihood estimation: What kind of theory is maximum likelihood? How is maximum likelihood used in practice? To what extent can this theory and practice be justified from a decision-theoretic viewpoint? What are maximum likelihood's principal virtues and defects? What improvements have been suggested by decision theory?
Publié le : 1982-06-14
Classification:  Maximum likelihood estimate,  summary,  Fisher information,  Stein estimation,  62A10,  62B10 
@article{1176345778,
     author = {Efron, Bradley},
     title = {Maximum Likelihood and Decision Theory},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 340-356},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345778}
}

Efron, Bradley. Maximum Likelihood and Decision Theory. Ann. Statist., Tome 10 (1982) no. 1, pp.  340-356. http://gdmltest.u-ga.fr/item/1176345778/