Statistical Estimation in Generalized Multiparameter Likelihood Models
Statistical Estimation in Generalized Multiparameter Likelihood Models
Abstract Multiparameter likelihood models (MLMs) with multiple covariates have a wide range of applications; however, they encounter the "curse of dimensionality" problem when the dimension of the covariates is large. We develop a generalized multiparameter likelihood model that copes with multiple covariates and adapts to dynamic structural changes well. It …