Search Results - subject:"nonparametric maximum likelihood"

Maximum likelihood estimation of generalized linear models with covariate measurement error

Rabe-Hesketh, Sophia; Skrondal, Anders; Pickles, Andrew - 2003

, we can use nonparametric maximum likelihood estimation (NPMLE) to relax the normality assumption for the true covariate …

Persistent link: https://www.econbiz.de/10009443380

Maximum likelihood estimation of generalized linear models with covariate measurement error

Rabe-Hesketh, Sophia; Skrondal, Anders; Pickles, Andrew - In: Stata Journal 3 (2003) 4, pp. 386-411

, we can use nonparametric maximum likelihood estimation (NPMLE) to relax the normality assumption for the true covariate …

Persistent link: https://www.econbiz.de/10005583325

Nonparametric inference based on panel count data

Zhao, Xingqiu; Balakrishnan, N.; Sun, Jianguo - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10009400184

The constrained Fisher scoring method for maximum likelihood computation of a nonparametric mixing distribution

Wang, Yong - In: Computational Statistics 24 (2009) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10005166792

Distribution-free estimation with interval-censored contingent valuation data: troubles with Turnbull?

Day, Brett - In: Environmental & Resource Economics 37 (2007) 4, pp. 777-795

-consistent algorithm to such data in order to obtain nonparametric maximum likelihood (NPML) estimates of the WTP distribution. This paper …

Persistent link: https://www.econbiz.de/10005722155

Choice of Monitoring Mechanism for Optimal Nonparametric Functional Estimation for Binary Data

Jewell, Nicholas; Laan, Mark van der; Shiboski, Stephen - In: International Journal of Biostatistics 2 (2006) 1, pp. 1031-1031

focused on estimation of smooth functionals using plug-in estimators based on the nonparametric maximum likelihood estimator …

Persistent link: https://www.econbiz.de/10005752617

Extending a Logistic Approach to Risk Modeling through Semiparametric Mixing

Alfò, Marco; Caiazza, Stefano; Trovato, Giovanni - In: Journal of Financial Services Research 28 (2005) 1, pp. 163-176

Persistent link: https://www.econbiz.de/10005715986

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