algebraic.mle: Algebraic Maximum Likelihood Estimators

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Authors: Alexander Towell
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Abstract

Defines an algebra over maximum likelihood estimators (MLEs) by providing operators that are closed over MLEs, along with various statistical functions for inference. For background on maximum likelihood estimation, see Casella and Berger (2002, ISBN:978-0534243128). For the delta method and variance estimation, see Lehmann and Casella (1998, ISBN:978-0387985022).

Publication details

Publication date
9 January 2026
Document type
Dataset