Article : texte imprimé

Economic interpretation of probabilities estimated by maximum likelihood or score

D. J. Johnstone, Auteur |

Dans Management science (Vol. 57 N° 2, Février 2011)

The conventional method of estimating a probability prediction model by maximum likelihood (MLE) is a form of maximum score estimation with economic meaning. Of all the probabilities that a given model might have produced, those obtained by MLE [...]

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