Search Results - subject:"maximum likelihood estimate"

Hamilton, James D.; Waggoner, Daniel F.; Zha, Tao - In: Econometric Reviews 26 (2007) 2-4, pp. 221-252

likelihood estimate (MLE), but also governs the topography of the set of points that go into a small-sample confidence interval … economic model. A normalization implies not just a rule for selecting which among equivalent points to call the maximum …

Persistent link: https://www.econbiz.de/10005644517

Parameter estimation for von Mises–Fisher distributions

Tanabe, Akihiro; Fukumizu, Kenji; Oba, Shigeyuki; … - In: Computational Statistics 22 (2007) 1, pp. 145-157

Persistent link: https://www.econbiz.de/10005613179

A third-order bias corrected estimate in generalized linear models

Cordeiro, Gauss; Barroso, Lúcia - In: TEST: An Official Journal of the Spanish Society of … 16 (2007) 1, pp. 76-89

Persistent link: https://www.econbiz.de/10005613321

Maximum Likelihood Estimates and Confidence Intervals of an M/M/R Queue with Heterogeneous Servers

Wang, Tsung-Yin; Ke, Jau-Chuan; Wang, Kuo-Hsiung; Ho, … - In: Computational Statistics 63 (2006) 2, pp. 371-384

This paper studies maximum likelihood estimates as well as confidence intervals of an M/M/R queue with heterogeneous servers under steady-state conditions. We derive the maximum likelihood estimates of the mean arrival rate and the three unequal mean service rates for an M/M/3 queue with...

Persistent link: https://www.econbiz.de/10010847816

Maximum Likelihood Estimates and Confidence Intervals of an M/M/R Queue with Heterogeneous Servers

Wang, Tsung-Yin; Ke, Jau-Chuan; Wang, Kuo-Hsiung; Ho, … - In: Mathematical Methods of Operations Research 63 (2006) 2, pp. 371-384

Persistent link: https://www.econbiz.de/10010999828

On the existence and uniqueness of JML estimates for the partial credit model

Bertoli-Barsotti, Lucio - In: Psychometrika 70 (2005) 3, pp. 517-531

Persistent link: https://www.econbiz.de/10005376331

Tests of independence in a bivariate exponential distribution

Kumar, Usha A.; Subramanyam, A. - In: Metrika 61 (2005) 1, pp. 47-62

The problem of testing independence in a two component series system is considered. The joint distribution of component lifetimes is modeled by the Pickands bivariate exponential distribution, which includes the widely used Marshall and Olkin’s distribution and the Gumbel’s type II...

Persistent link: https://www.econbiz.de/10005756428

A Monotonicity of Moments Concerned with Order Restricted Statistical Inference

Nomakuchi, Kentaro - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 621-625

Persistent link: https://www.econbiz.de/10005616431

General Properties and Estimation of Conditional Bernoulli Models

Chen, Sean X. - In: Journal of Multivariate Analysis 74 (2000) 1, pp. 69-87

Conditional Bernoulli (in short "CB") models have been recently applied to many statistical fields including survey sampling, logistic regression, case-control studies, lottery, signal processing and Poisson-Binomial distributions. In this paper, we present several general properties of CB...

Persistent link: https://www.econbiz.de/10005106940

A Multivariate GARCH Model with Time-Varying Correlations

Tse, Y.K.; Tsui, Albert K.C. - EconWPA - 2000

In this paper we propose a new multivariate GARCH model with time- varying correlations. We adopt the vech representation based on the conditional variances and the conditional correlations. While each conditional-variance term is assumed to follow a univariate GARCH formulation, the...

Persistent link: https://www.econbiz.de/10005062567