Christopher Imanto

5 Questions 49 Answers 0 Followers

Questions related from Christopher Imanto

Is it appropriate to exploit the consistency property of maximum likelihood method to estimate the quantile of a parameter?

Let X1,...,Xn iid random variables with distribution F(p), where p is some parameter. Due to some reasons, p is not observable directly (in the sense that there is no way to confirm whether p is...

08 August 2019 8,758 18 View

Can maximum likelihood methods in higher dimensions give unrealiable estimators?

For given samples X1...Xn, which follow the distribution F with parameters p1,...pm, one may use the maximum likelihood method to estimate p1,...pm. In the technical process, the method is only an...

07 July 2019 4,123 2 View

What is the biggest concern for calculating the eigenvector for the highest eigenvalue given an extremely ill-conditioned matrix?

I need to calculate the eigenvector from the highest eigenvalue of an ill-conditioned matrix (kappa > 10^15). Since my goal is not to search for maxima/minima nor to calculate all eigenvectors,...

01 January 2019 1,024 5 View

Given only marginal distributions, is there any appropriate statistical methods for this specific circumstances?

Usually a simple model such as linear regression require a population, where each samples are linked with each information/parameter. For some reasons: probably data security or financial, I only...

09 September 2018 7,876 12 View

Outsmarting AI with AI in the battle against financial crimes

To identify a financial fraud, e.g. money laundry, AI deployment is not new. Given a large dataset, many machine learning techniques can identify patterns to help to identify these rare...

01 January 1970 2,944 3 View