Search Results - subject:"maximum likelihood estimation"

Recursive computation of the conditional probability function of the quadratic exponential model for binary panel data

Bartolucci, Francesco; Valentini, Francesco; Pigini, Claudia - In: Computational economics 61 (2023) 2, pp. 529-557

Persistent link: https://www.econbiz.de/10014228451

Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities

Li, Chaojun; Liu, Yan - In: The econometrics journal 26 (2023) 1, pp. 67-87

Persistent link: https://www.econbiz.de/10013543277

Maximum likelihood estimation of the Hull-White model

Kladívko, Kamil; Rusý, Tomáš - In: Journal of empirical finance 70 (2023), pp. 227-247

Persistent link: https://www.econbiz.de/10014423686

Estimation of stress-strength reliability for inverse exponentiated distributions with application

Kumari, Rani; Lodhi, Chandrakant; Tripathi, Yogesh Mani; … - In: International journal of quality & reliability management 40 (2023) 4, pp. 1036-1056

Persistent link: https://www.econbiz.de/10014267162

Temporally local maximum likelihood with application to SIS model

Gourieroux, Christian; Jasiak, Joann - In: Journal of time series econometrics 15 (2023) 2, pp. 151-198

Persistent link: https://www.econbiz.de/10014465605

Some inferences on a mixture of exponential and Rayleigh distributions based on fuzzy data

Mathai, Ashlyn Maria; Kumar, Mahesh - In: International Journal of Quality & Reliability Management 41 (2023) 9, pp. 2469-2483

likelihood estimation (MLE) and method of moments (MOM) are applied for estimation. Fuzzy data of triangular fuzzy numbers and … parameters in the mixture distribution are estimated based on fuzzy data. Design/methodology/approach The methods such as maximum …

Persistent link: https://www.econbiz.de/10015347149

Estimation of threshold distributions for market participation

Guerini, Mattia; Musso, Patrick; Nesta, Lionel - 2020

We develop a new method to estimate the parameters of threshold distributions for market participation based upon an agent-specific attribute and its decision outcome. This method requires few behavioral assumptions, is not data demanding, and can adapt to various parametric distributions. Monte...

Persistent link: https://www.econbiz.de/10012389325

Using generalized estimating equations to estimate nonlinear models with spatial data

Lu, Cuicui; Wang, Weining; Wooldridge, Jeffrey M. - 2020

equations (GEE) in the quasi-maximum likelihood estimation (QMLE) framework. In the interest of improving efficiency, we propose …

Persistent link: https://www.econbiz.de/10012433261

Beta transmuted Lomax distribution with applications

Hurairah, Ahmed; Alabid, Abdelhakim - In: Statistics in Transition New Series 21 (2020) 2, pp. 13-34

In this paper we propose and test a composite generalizer of the Lomax distribution .The genesis of the beta distribution and transmuted map is used to develop the so-called beta transmuted Lomax (BTL) distribution. The properties of the distribution are discussed and explicit expressions are...

Persistent link: https://www.econbiz.de/10012600226

Power Size Biased Two-Parameter Akash Distribution

Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in Transition New Series 21 (2020) 3, pp. 73-91

, coefficient of variation, coefficient of skewness, coefficient of kurtosis, the maximum likelihood estimation of the distribution …

Persistent link: https://www.econbiz.de/10012600259