Results 1 to 10 of about 5,960 (118)

Semiparametric maximum likelihood probability density estimation.

open access: yesPLoS ONE, 2021
A comprehensive methodology for semiparametric probability density estimation is introduced and explored. The probability density is modelled by sequences of mostly regular or steep exponential families generated by flexible sets of basis functions ...
Frank Kwasniok
doaj   +2 more sources

Parameter Estimation of ZZ Distribution under Progressive Type-II Censored Data

open access: yesJournal of Harbin University of Science and Technology, 2021
ZZ distribution is suitable to describe the life variable of a type of storage products that rarely fail before a given design life,and the proportion of failures has increased significantly after the design life.
ZHAO Hong-kai, ZHANG Guo-zhi, WANG Ping
doaj   +1 more source

Maximum Likelihood Estimation of Seismic Impulse Response [PDF]

open access: yesModeling, Identification and Control, 1985
A seismic trace is assumed to consist of a known signal pulse convolved with a reflection coefficient series plus a moving average noise process (colored noise).
B. Ursin, O. Holberg
doaj   +1 more source

Joint likelihood estimation and model order selection for outlier censoring

open access: yesIET Radar, Sonar & Navigation, 2021
This study deals with the problem of outlier censoring from the secondary data in a radar scenario, where the number of outliers is unknown. To this end, a procedure consisting of joint likelihood estimation and statistical model order selection (MOS) is
Seyed Mohammad Karbasi
doaj   +1 more source

Maximum Likelihood Estimation of Stochastic Fractional Singular Models

open access: yesIEEE Access, 2021
Using the non-causal nature of a fractional-order singular (FOS) model, this paper deals with the modification of an estimation algorithm developed by Nosrati and Shafiee, and demonstrates how the derived estimation procedure can be adjusted by ...
Komeil Nosrati   +2 more
doaj   +1 more source

Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes

open access: yesFractal and Fractional, 2022
In this paper, we consider the problem of estimating the drift parameters in the mixed fractional Vasicek model, which is an extended model of the traditional Vasicek model.
Chun-Hao Cai   +3 more
doaj   +1 more source

Truncated Three-Parameter Lognormal Estimation [PDF]

open access: yesThe Egyptian Statistical Journal, 1978
The left, right and doubly truncated 3-parameter lognormal density functions are given and their moments evaluated. Moment estimation of the three parameters ,  and  is discussed and maximum likelihood equations obtained in all cases. Solutions of the ML
Essam Al-Hussaini, Samia Narooz
doaj   +1 more source

Maximum Penalized Likelihood Estimation for the Reliability Function [PDF]

open access: yesThe Egyptian Statistical Journal, 2016
This paper considers the problem of estimating probability density function based on maximum   Maximum Penalized Likelihood Estimation , we will review some of the previous studies on  Maximum Penalized Likelihood Estimation  ( MPLE) approaches. Finally,
A. Mousa, M. khalil, N. Said, A. Fathi
doaj   +1 more source

Maximum Likelihood Estimation for the Fractional Vasicek Model

open access: yesEconometrics, 2020
This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case ...
Katsuto Tanaka, Weilin Xiao, Jun Yu
doaj   +1 more source

Further Properties and Estimations of Exponentiated Generalized Linear Exponential Distribution

open access: yesMathematics, 2021
The recent exponentiated generalized linear exponential distribution is a generalization of the generalized linear exponential distribution and the exponentiated generalized linear exponential distribution.
Chien-Tai Lin   +4 more
doaj   +1 more source

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