Measure-Transformed Quasi-Maximum Likelihood Estimation
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DOI: 10.1109/tsp.2016.2621732
Abstract: In this paper, the Gaussian quasi-maximum likelihood estimator (GQMLE) is generalized by applying a transform to the probability distribution of the data. The proposed estimator, called measure-transformed GQMLE (MT-GQMLE), minimizes the empirical Kullback-Leibler divergence between… read more here.
Keywords: transformed quasi; measure; maximum likelihood; measure transformed ... See more keywords