Search Results - subject:"maximum likelihood estimator"

Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution

Hassan, Amal S.; Assar, Salwa M.; Ali, Kareem A.; Nagy, … - In: Statistics in Transition New Series 22 (2021) 4, pp. 171-189

considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares … likelihood estimator performs more efficiently than its remaining counterparts. … windshields are used with the studied methods. The simulation studies and real data applications have revealed that the maximum …

Persistent link: https://www.econbiz.de/10013444113

Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution

Hassan, Amal S.; Assar, Salwa M.; Ali, Kareem A.; Nagy, … - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 171-189

Persistent link: https://www.econbiz.de/10012818210

Estimating the intergenerational elasticity of expected income with short-run income measures : a generalized error-in-variables model

Mitnik, Pablo A. - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2779-2803

Persistent link: https://www.econbiz.de/10014388982

Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances

Hu, Jianhua; Ding, Hao; Liu, Xiaoqian - In: Journal of financial econometrics 21 (2023) 4, pp. 1169-1195

Persistent link: https://www.econbiz.de/10014391448

Heterogeneous effects of Aid-for-Trade on donor exports : why is Japan different?

Nishitateno, Shuhei; Umetani, Hayato - In: Review of international economics 31 (2023) 3, pp. 1117-1145

Persistent link: https://www.econbiz.de/10014329821

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

Efficient peer effects estimators with group effects

Kuersteiner, Guido M.; Prucha, Ingmar R.; Zeng, Ying - In: Journal of econometrics 235 (2023) 2, pp. 2155-2194

Persistent link: https://www.econbiz.de/10014471449

Testing financial hierarchy based on a PDQ-CRE model

Cai, Zongwu; Shi, Meng; Wu, Wuqing; Zhao, Yue - 2020

Persistent link: https://www.econbiz.de/10012312789

A new generalization of the Pareto distribution and its applications

Almetwally, Ehab M.; Ahmad, Hanan A. Haj - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 61-84

This paper introduces a new generalization of the Pareto distribution using the MarshallOlkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function...

Persistent link: https://www.econbiz.de/10012655743

Multivariate student versus multivariate Gaussian regression models with application to finance

Ruiz-Gazen, Anne; Thomas-Agnan, Christine; Laurent, Thibault - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-21

maximum likelihood estimator of the covariance matrix in the UT model is asymptotically biased and propose an unbiased version …

Persistent link: https://www.econbiz.de/10012611170