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  • Search: subject:"modified maximum likelihood"
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Year of publication
Subject
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Maximum likelihood estimators 10 Robustness 9 Modified maximum likelihood estimators 8 Capital asset pricing model 6 Student t family 6 robustness 6 capital asset pricing model 5 modified maximum likelihood estimators 5 student t family 5 CAPM 3 Maximum likelihood estimation 3 Maximum likelihood method 3 Maximum-Likelihood-Schätzung 3 Modified maximum likelihood method 3 Robustes Verfahren 3 maximum likelihood estimators 3 Capital Asset Pricing Model 2 Estimation theory 2 Robust statistics 2 Schätztheorie 2 Theorie 2 Weibull parameters 2 modified maximum likelihood 2 Asymptotic relative efficiency 1 Error in Ranking 1 Exponential distribution 1 Graphical method 1 Least squares 1 Likelihood ratio test 1 Maximum Likelihood Estimator 1 Maximum likelihood estimator 1 Maximum-Likelihood-Methode 1 Modified Maximum Likelihood Estimator 1 Modified likelihood ratio test 1 Modified maximum likelihood estimator 1 Modified most powerful test 1 Moving Extremes Ranked Set Sampling 1 Moving extreme ranked set sampling 1 Ranked Set Sampling 1 Simple random sampling 1
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Online availability
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Free 12 Undetermined 7 CC license 1
Type of publication
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Book / Working Paper 11 Article 10
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Article 1 Conference paper 1 Graue Literatur 1 Konferenzbeitrag 1 Non-commercial literature 1
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Language
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Undetermined 12 English 9
Author
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Bian, Guorui 9 McAleer, Michael 9 Wong, Wing-Keung 9 Al-Saleh, Mohammad 2 Bassil, Nathalie 2 Bian, Bian, G. 2 Resen, Ali K. 2 Shaban, Auday H. 2 Wong, Wing Keung 2 Abdel-Hady, S. 1 Abou El-Azm Aly, A. 1 Abu-Dayyeh, Walid 1 Al-Hadhrami, Said 1 BIAN, GUORUI 1 Bi-super-˙rdal Senoğlu 1 Bian, G. 1 Islam, M. Qamarul 1 McALEER, MICHAEL 1 McAleer, M.J. 1 Saleh, H. 1 Sawi, Esam Al 1 Tiku, Moti 1 WONG, WING-KEUNG 1 Wong, W-K. 1 Zheng, Gang 1
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Institution
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, National University of Singapore 1 Erasmus University Rotterdam, Econometric Institute 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Institute of Economic Research, Kyoto University 1 Tinbergen Instituut 1
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Published in...
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Econometric Institute Research Papers 2 Journal of Applied Statistics 2 Statistical Papers / Springer 2 Annals of Financial Economics (AFE) 1 Annals of financial economics 1 Annals of the Institute of Statistical Mathematics 1 Departmental Working Papers / Department of Economics, National University of Singapore 1 Discussion paper / Tinbergen Institute 1 Documentos de Trabajo del ICAE 1 Econometric Institute Report 1 Energy 1 Energy Reports 1 Energy reports 1 KIER Working Papers 1 Monash Economics Working Papers 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 Working Papers in Economics 1
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Source
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RePEc 16 ECONIS (ZBW) 3 EconStor 2
Showing 11 - 20 of 21
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ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL
BIAN, GUORUI; McALEER, MICHAEL; WONG, WING-KEUNG - In: Annals of Financial Economics (AFE) 08 (2013) 02, pp. 1350007-1
In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with …
Persistent link: https://www.econbiz.de/10010734042
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Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - In: Annals of financial economics 8 (2013) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10010250276
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Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model
Wong, Wing-Keung; Bian, Guorui - Department of Economics, National University of Singapore - 2005
In this paper, we first develop the modified maximum likelihood (MML) estimators for the multiple regression …
Persistent link: https://www.econbiz.de/10005518312
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Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
Wong, Wing-Keung; Bian, Guorui - Department of Econometrics and Business Statistics, … - 2005
In this paper, we develop the modified maximum likelihood (MML) estimators for the multiple regression coefficients in …
Persistent link: https://www.econbiz.de/10005064157
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Assessment of different methods used to estimate Weibull distribution parameters for wind speed in Zafarana wind farm, Suez Gulf, Egypt
Saleh, H.; Abou El-Azm Aly, A.; Abdel-Hady, S. - In: Energy 44 (2012) 1, pp. 710-719
are the mean wind speed method, the maximum likelihood method, the modified maximum likelihood method, the graphical …
Persistent link: https://www.econbiz.de/10011053410
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Multiple linear regression model with stochastic design variables
Islam, M. Qamarul; Tiku, Moti - In: Journal of Applied Statistics 37 (2010) 6, pp. 923-943
In a simple multiple linear regression model, the design variables have traditionally been assumed to be non-stochastic. In numerous real-life situations, however, they are stochastic and non-normal. Estimators of parameters applicable to such situations are developed. It is shown that these...
Persistent link: https://www.econbiz.de/10008674950
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Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, Guorui; McAleer, Michael; Wong, Wing-Keung - Department of Economics and Finance, College of … - 2010
In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with …
Persistent link: https://www.econbiz.de/10008692053
Saved in:
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Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling
Abu-Dayyeh, Walid; Sawi, Esam Al - In: Statistical Papers 50 (2009) 2, pp. 249-259
Persistent link: https://www.econbiz.de/10005615791
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Robust 2k factorial design with Weibull error distributions
Bi-super-˙rdal Senoğlu - In: Journal of Applied Statistics 32 (2005) 10, pp. 1051-1066
estimators for the parameters in 2k factorial design. F statistics based on modified maximum likelihood estimators (MMLE) for …
Persistent link: https://www.econbiz.de/10005639763
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Estimation of the mean of the exponential distribution using moving extremes ranked set sampling
Al-Saleh, Mohammad; Al-Hadhrami, Said - In: Statistical Papers 44 (2003) 3, pp. 367-382
Persistent link: https://www.econbiz.de/10004970889
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