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Record W1964595764 · doi:10.1524/stnd.2009.1026

On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss

2009· article· en· W1964595764 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueStatistics & Decisions · 2009
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversité de SherbrookeUniversity of New Brunswick
Fundersnot available
KeywordsMathematicsEstimatorBounded functionCounterexampleApplied mathematicsConstraint (computer-aided design)Function (biology)Quadratic equationStatisticsMathematical analysisCombinatoricsGeometry

Abstract

fetched live from OpenAlex

We investigate the potential Bayesianity of maximum likelihood estimators (MLE), under absolute value error loss, for estimating the location parameter θ of symmetric and unimodal density functions in the presence of (i) a lower (or upper) bounded constraint, and (ii) an interval constraint, for θ. With these problems being expressed in terms of integral equations, we establish for logconcave densities: the generalized Bayesianity of the MLE in (i); and the proper Bayesianity and admissibility of the MLE in (ii) which extends the normal model result of Iwasa and Moritani. In (i), a key feature concerns a correspondence with a Riemann–Hilbert problem, while in (ii) we use Fredholm´s technique and a contraction mapping argument. We demonstrate that logconcavity is a critical condition with sufficient conditions for non-Bayesianity and, accordingly, with a class of counterexamples. Note that the Bayesianity of the MLE under absolute value loss in the restricted location parameter case is in marked counterdistinction to that under quadratic loss, where, typically, a generalized Bayes estimator must be a smooth function. Finally, various other remarks, illustrations and numerical evaluations are provided.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.027
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.401
Threshold uncertainty score0.981

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.027
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.091
GPT teacher head0.382
Teacher spread0.291 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it