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  • Search: subject:"Maximum likelihood estimators"
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Year of publication
Subject
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Maximum likelihood estimators 32 maximum likelihood estimators 17 Estimation theory 10 Schätztheorie 10 Robustness 9 Modified maximum likelihood estimators 8 Maximum likelihood estimation 7 Maximum-Likelihood-Schätzung 7 Capital asset pricing model 6 Student t family 6 capital asset pricing model 5 modified maximum likelihood estimators 5 student t family 5 CAPM 4 Robustes Verfahren 4 robustness 4 Asymptotic distribution 3 Finite normal mixtures 3 Fisher information 3 Fisher information matrix 3 Robust statistics 3 VAR model 3 VAR-Modell 3 Akaike information criterion (AIC) 2 Bayesian averaging of maximum likelihood estimators 2 Bayesian information criterion (BIC) 2 Branching processes 2 Capital Asset Pricing Model 2 Co-kurtosis 2 Co-skewness 2 Consistency 2 Conway–Maxwell Poisson (COM-Poisson) distribution 2 Covariance 2 Dynamic panels 2 EM algorithm 2 Estimation 2 Generalized linear models 2 Generalized missing-indicator method 2 Large deviations 2 Likelihood ratio test 2
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Online availability
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Undetermined 39 Free 20 CC license 1
Type of publication
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Article 44 Book / Working Paper 20 Other 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1 Hochschulschrift 1
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Language
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Undetermined 46 English 19
Author
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Bian, Guorui 9 McAleer, Michael 9 Wong, Wing-Keung 9 Kundu, Debasis 7 Balakrishnan, N. 5 Fiorentini, Gabriele 4 Sentana, Enrique 4 Amengual, Dante 2 Arcones, Miguel 2 Bian, Bian, G. 2 Dardanoni, Valentino 2 De Luca, Giuseppe 2 González, Miguel 2 Gupta, Rameshwar 2 Halunga, Andreea G. 2 Martínez, Rodrigo 2 Modica, Salvatore 2 Pal, Suvra 2 Peracchi, Franco 2 Wong, Wing Keung 2 Abu-Dayyeh, Walid 1 Al-Mutairi, D. 1 Al-Obaidi, Ali Hussein Mahmood 1 Arellano-Valle, R. B. 1 Assrhani, Aissa 1 BIAN, GUORUI 1 Becker, Daniel 1 Beutner, E. 1 Bian, G. 1 Bogaerts, Ph. 1 Bolfarine, H. 1 Brinkhuis, Jan 1 Cebula, Richard 1 Cohen, Arthur 1 Cramer, Erhard 1 Davidson, James 1 Davidson, James E. H. 1 Dey, Sanku 1 Escobar, Marcos 1 Filipiak, Katarzyna 1
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Institution
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Business School, University of Exeter 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, National University of Singapore 1 Erasmus University Rotterdam, Econometric Institute 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculty of Economics, University of Cambridge 1 Institute of Economic Research, Kyoto University 1 International Monetary Fund (IMF) 1 Tinbergen Instituut 1
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Published in...
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Journal of Multivariate Analysis 8 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 Computational Statistics & Data Analysis 3 Metrika 3 Statistical Papers / Springer 3 Annals of the Institute of Statistical Mathematics 2 Econometric Institute Research Papers 2 MPRA Paper 2 Statistical Inference for Stochastic Processes 2 ASTIN bulletin : the journal of the International Actuarial Association 1 AStA Advances in Statistical Analysis 1 Annals of Financial Economics (AFE) 1 Annals of financial economics 1 CEMFI working paper 1 Cambridge Working Papers in Economics 1 Computational Statistics 1 Department of Economics discussion papers 1 Departmental Working Papers / Department of Economics, National University of Singapore 1 Discussion Papers / Business School, University of Exeter 1 Discussion paper / Tinbergen Institute 1 Discussion papers / CEPR 1 Documentos de Trabajo del ICAE 1 Econometric Institute Report 1 IMF Working Papers 1 Journal of Asian Scientific Research 1 Journal of Econometrics 1 Journal of econometrics 1 KIER Working Papers 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Margin: the journal of applied economic research 1 Mathematical Population Studies 1 Mathematics and Computers in Simulation (MATCOM) 1 Monash Economics Working Papers 1 Physica A: Statistical Mechanics and its Applications 1 REVISTA COMUNICACIONES EN ESTADÍSTICA 1 SERIEs - Journal of the Spanish Economic Association 1 SERIEs : Journal of the Spanish Economic Association 1 Statistical Methods and Applications 1 Stochastic Processes and their Applications 1 Stochastics and Quality Control 1
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Source
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RePEc 50 ECONIS (ZBW) 11 EconStor 2 BASE 1 Other ZBW resources 1
Showing 61 - 65 of 65
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On-line state estimation of bioprocesses with full horizon observers
Bogaerts, Ph.; Hanus, R. - In: Mathematics and Computers in Simulation (MATCOM) 56 (2001) 4, pp. 425-441
Software sensors (or state observers) are able to provide a continuous estimation of some signals (e.g. concentrations of important culture components, like biomass) which are not measured by hardware sensors. They need a mathematical model of the process and (discrete) hardware measurements of...
Persistent link: https://www.econbiz.de/10010748914
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Properties of Likelihood Inference for Order Restricted Models
Cohen, Arthur; Kemperman, J. H. B.; Sackrowitz, Harold B. - In: Journal of Multivariate Analysis 72 (2000) 1, pp. 50-77
The most common mode of inference for order restricted models is likelihood inference. See T. Robertson, F. T. Wright, and R. L. Dykstra (1988, "Order Restricted Statistical Inference," Wiley, New York) for an excellent treatment of inference in such models. In this paper we demonstrate that...
Persistent link: https://www.econbiz.de/10005153175
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Elliptical Functional Models
Vilca-Labra, F.; Arellano-Valle, R. B.; Bolfarine, H. - In: Journal of Multivariate Analysis 65 (1998) 1, pp. 36-57
asymptotic normality of the maximum likelihood estimators. Due to the presence of incidental parameters, standard maximum …
Persistent link: https://www.econbiz.de/10005199474
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Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods
Hsaio, Cheng; Pesaran, M. Hashem; Tahmiscioglu, A. Kamil - Faculty of Economics, University of Cambridge - 1998
A transformed likelihood approach is suggested to estimate fixed effects dynamic panel data models. Conditions on the data generating process of the exogenous variables are given to get around the issue of ?incidental parameters?. The maximum likelihood (MLE) and minimum distance estimator (MDE)...
Persistent link: https://www.econbiz.de/10005783800
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Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates
Cramer, Erhard; Kamps, Udo - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 535-549
Persistent link: https://www.econbiz.de/10005760315
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