Search Results - subject:"maximum likelihood estimator"

Estimation of the multivariate normal precision and covariance matrices in a star-shape model

Sun, Dongchu; Sun, Xiaoqian - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 455-484

Persistent link: https://www.econbiz.de/10005616411

Estimation of P[Y > X] for generalized exponential distribution

Kundu, Debasis; Gupta, Rameshwar D. - In: Metrika 61 (2005) 3, pp. 291-308

Persistent link: https://www.econbiz.de/10005178901

Joint modeling of cointegration and conditional heteroscedasticity with applications

Wong, Heung; Li, W.; Ling, Shiqing - In: Annals of the Institute of Statistical Mathematics 57 (2005) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10005184640

The Effects of Rounding on Likelihood Procedures

Pace, L.; Salvan, A.; Ventura, L. - In: Journal of Applied Statistics 31 (2004) 1, pp. 29-48

The aim of this paper is to investigate the robustness properties of likelihood inference with respect to rounding effects. Attention is focused on exponential families and on inference about a scalar parameter of interest, also in the presence of nuisance parameters. A summary value of the...

Persistent link: https://www.econbiz.de/10005492101

Estimation of the female labor supply models by Heckman’s two-step estimator and the maximum likelihood estimator

Nawata, Kazumitsu - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 3, pp. 385-392

models by the maximum likelihood method. An algorithm which makes calculation of the maximum likelihood estimator (MLE …

Persistent link: https://www.econbiz.de/10010748543

Generalized skew normal model

Gupta, Ramesh; Gupta, Rameshwar - In: TEST: An Official Journal of the Spanish Society of … 13 (2004) 2, pp. 501-524

Persistent link: https://www.econbiz.de/10005613320

Estimation of the Mean of a Wiener Sheet

Baran, Sándor; Pap, Gyula; Zuijlen, Martien Van - In: Statistical Inference for Stochastic Processes 7 (2004) 3, pp. 279-304

Persistent link: https://www.econbiz.de/10005616042

On generalized maximum likelihood estimation in the proportional hazards model with partially informative censoring

Zhang, Haimeng; Rao, M. Bhaskara - In: Metrika 59 (2004) 2, pp. 125-136

The generalized maximum likelihood estimator (GMLE) is derived and some of its variants are compared with the partial …

Persistent link: https://www.econbiz.de/10005756323

Interval estimation of gamma for anR×S table

Lui, Kung-Jong; Cumberland, William - In: Psychometrika 69 (2004) 2, pp. 275-290

Persistent link: https://www.econbiz.de/10005758121

On the Accelerated Failure Time Model for Current Status and Interval Censored Data

Tian, Lu; Cai, Tianxi - Berkeley Electronic Press - 2004

This paper introduces a novel approach to making inference about the regression parameters in the accelerated failure time (AFT) model for current status and interval censored data. The estimator is constructed by inverting a Wald type test for testing a null proportional hazards model. A...

Persistent link: https://www.econbiz.de/10005246241