Search Results - subject:"maximum likelihood estimator"

Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach

Matsui, Muneya; Takemura, Akimichi - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 3, pp. 546-566

Persistent link: https://www.econbiz.de/10005004336

Parameter estimation for stochastic equations with additive fractional Brownian sheet

Sottinen, Tommi; Tudor, Ciprian - In: Statistical Inference for Stochastic Processes 11 (2008) 3, pp. 221-236

Persistent link: https://www.econbiz.de/10005616046

Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation

Loukianova, D.; Loukianov, O. - In: Statistical Inference for Stochastic Processes 11 (2008) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10005616061

Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling

Martín, N.; Pardo, L. - In: Statistical Papers 49 (2008) 1, pp. 15-36

Persistent link: https://www.econbiz.de/10008486789

Estimating a restricted normal mean

Kumar, Somesh; Tripathi, Yogesh - In: Metrika 68 (2008) 3, pp. 271-288

Persistent link: https://www.econbiz.de/10005155909

Trade in the enlarged European Union: a new approach on trade potential

Proença, Isabel; Fontoura, Maria; Martínez-Galán, Enrique - In: Portuguese Economic Journal 7 (2008) 3, pp. 205-224

Persistent link: https://www.econbiz.de/10005178817

Stability of principal components

Al-Ibrahim, A.; Al-Kandari, Noriah - In: Computational Statistics 23 (2008) 1, pp. 153-171

Persistent link: https://www.econbiz.de/10005184314

Dynamic Inventory Management with Learning About the Demand Distribution and Substitution Probability

Chen, Li; Plambeck, Erica L. - In: Manufacturing & Service Operations Management 10 (2008) 2, pp. 236-256

Awell-known result in the Bayesian inventory management literature is: If lost sales are not observed, the Bayesian optimal inventory level is larger than the myopic inventory level (one should "stock more" to learn about the demand distribution). This result has been proven in other studies...

Persistent link: https://www.econbiz.de/10009218851

Point and Interval Estimation for the Lifetime Distribution of a k -Unit Parallel System Based on Progressively Type-II Censored Data

Pradhan, Biswabrata - In: Stochastics and Quality Control 22 (2007) 2, pp. 175-186

. Approximate confidence intervals are constructed based on the asymptotic distribution of the maximum likelihood estimator and log …-transformed maximum likelihood estimator. The confidence levels of the approximate confidence intervals are examined via simulation. They …

Persistent link: https://www.econbiz.de/10014590831

Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data

Sun, Xiaoqian; Sun, Dongchu - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 211-233

Persistent link: https://www.econbiz.de/10005616452