Looking into Maximum Spacing Estimation (MSP) & ML.
The maximum spacing estimation (MSE or MSP) is one of those not-so-known statistic tools that are good to have in your toolbox if you ever bump into a misbehaving ML estimation. Finding something about it is a bit tricky, because if you look for something on MSE, you will find “Mean Squared Error” as one of the […]
Read More Looking into Maximum Spacing Estimation (MSP) & ML.