Approximate maximum likelihood estimation with data sets that exceed computer limits

DOI10.1016/0304-4076(80)90095-0zbMath0454.62094OpenAlexW2009674759MaRDI QIDQ1149722

Gregory M. Duncan

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90095-0

zbMATH Keywords

large data setsapproximate maximum likelihood estimationcomputer limits

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Unnamed Item
• A Note on the Generation of Random Normal Deviates
• Power studies of some tests for uniformity
• Regression Analysis when the Dependent Variable Is Truncated Normal