Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods
File List cricket_ML_analysis.nb Description The file cricket_ML_analysis.nb is a notebook created with the software Mathematica 6 (Wolfram Research, Champaign, Illinois, USA). Basic setup, general se
In this study, we introduce a novel approach, called the quasi maximum likelihood estimation (Q-MLE), for estimating large-dimensional matrix factor models. In contrast to the principal component anal