Search Results - subject:"maximum likelihood estimate"

Markov models with lognormal transition rates in the analysis of survival times

Pérez-Ocón, Rafael; Ruiz-Castro, J.; Gámiz-Pérez, M. - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 353-370

Persistent link: https://www.econbiz.de/10005613283

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/10005119111

Combined and Least Squares Empirical Likelihood

Brown, Bruce; Chen, Song - In: Annals of the Institute of Statistical Mathematics 50 (1998) 4, pp. 697-714

Persistent link: https://www.econbiz.de/10005395853

Second and Third Order Bias Reduction for One-Parameter Family Models

Ferrari, S.L.P.; Botter, D.A.; Cordeiro, G.M.; … - EconWPA - 1995

models. We compare the corrected estimates and the usual maximum likelihood estimate in terms of their mean squared errors …

Persistent link: https://www.econbiz.de/10005119184

Semiparametric Regression with Kernel Error Model

Yuan, Ao; Gooijer, Jan G. De - Tinbergen Institute

. The asymptotic properties of such likelihood and the maximum likelihood estimate (MLE) under this semiparametric model are …

Persistent link: https://www.econbiz.de/10005136970

On the existence of minimum contrast estimates in binary response model

Nakamura, Tadashi; Lee, Chae-Shin - In: Annals of the Institute of Statistical Mathematics 45 (1993) 4, pp. 741-758

Persistent link: https://www.econbiz.de/10005616289