Results 11 to 20 of about 373,692 (326)
Asymptotic properties of maximum likelihood estimators in models with multiple change points [PDF]
, 2011 Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic properties of
Heping He, T. Severini
semanticscholar +3 more sources
Kuwait Journal of Science, 2021 In this paper, the classical and Bayesian estimators of the unknown parameters and reliability function of the inverse Weibull distribution are considered.
Asuman Yılmaz, Mahmut Kara
doaj +1 more source
Computation, 2023 In this paper, we investigate the performance of a variety of frequentist estimation techniques for the scale and shape parameters of the Lomax distribution.
Thobeka Nombebe +3 more
doaj +1 more source
Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time [PDF]
, 2005 Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood estimators. This paper
Cai, Jianwen, Zeng, Donglin
core +4 more sources
Data cloning: Maximum likelihood estimation of DSGE models
Results in Applied Mathematics, 2020 We present evidence supporting the use of the data cloning method for maximum likelihood estimation of Dynamic Stochastic General Equilibrium models.
Luiz Gustavo C. Furlani +2 more
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Estimation of Parameters for the Gumbel Type-I Distribution under Type-II Censoring Scheme
مجلة بغداد للعلوم, 2023 This paper aims to decide the best parameter estimation methods for the parameters of the Gumbel type-I distribution under the type-II censorship scheme. For this purpose, classical and Bayesian parameter estimation procedures are considered.
Asuman Yılmaz, Mahmut Kara
doaj +1 more source
Information Theory Estimators for the First-Order Spatial Autoregressive Model
Entropy, 2012 Information theoretic estimators for the first-order spatial autoregressive model are introduced, small sample properties are investigated, and the estimator is applied empirically. Monte Carlo experiments are used to compare finite sample performance of
Evgeniy V. Perevodchikov +2 more
doaj +1 more source
Improving Probability-Weighted Moment Methods for the Generalized Extreme Value Distribution
Revstat Statistical Journal, 2008 In 1985 Hosking et al. estimated with the so-called Probability-Weighted Moments (PWM) method the parameters of the Generalized Extreme Value (GEV) distribution, the latter being classically fitted to maxima of sequences of independent and identically ...
Jean Diebolt +3 more
doaj +1 more source
Maximum Lq-likelihood estimation
The Annals of Statistics, 2010 In this paper, the maximum L$q$-likelihood estimator (ML$q$E), a new parameter estimator based on nonextensive entropy [Kibernetika 3 (1967) 30--35] is introduced. The properties of the ML$q$E are studied via asymptotic analysis and computer simulations.
Ferrari, Davide, Yang, Yuhong
openaire +4 more sources
Estimating the polarization degree of polarimetric images in coherent illumination using maximum likelihood methods [PDF]
, 2009 This paper addresses the problem of estimating the polarization degree of polarimetric images in coherent illumination. It has been recently shown that the degree of polarization associated to polarimetric images can be estimated by the method of moments
Alouini, Mehdi +3 more
core +3 more sources