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
He, Heping, Severini, Thomas A.
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Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data [PDF]
Journal of the American Statistical Association, 2020 Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the data volume is
Jun Yu +3 more
semanticscholar +1 more source
Maximum likelihood estimators based on the block maxima method [PDF]
Bernoulli, 2017 The extreme value index is a fundamental parameter in univariate Extreme Value Theory (EVT). It captures the tail behavior of a distribution and is central in the extrapolation beyond observed data.
C. Dombry, Ana Ferreira
semanticscholar +1 more source
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
doaj +1 more source
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
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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
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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
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Bayesian Estimation Based on Progressively Type-II Censored Samples from Compound Rayleigh Distribution [PDF]
Journal of Statistical Theory and Applications (JSTA), 2015 This paper considers inference under progressive type-II censoring scheme with a compound Rayleigh failure time distribution. The maximum likelihood (ML) and the Bayes estimators for the two unknown parameters of the compound Rayleigh distribution (CRD ...
Rashad Mohamed EL-Sagheer +1 more
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Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors
Ingeniería y Ciencia, 2021 We study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions.
Álvaro Alexander Burbano Moreno +2 more
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On the Properties of Estimates of Monotonic Mean Vectors for Multivariate Normal Distributions [PDF]
Journal of Statistical Theory and Applications (JSTA), 2015 .Problems concerning estimation of parameters and determination the statistic, when it is known a priori that some of these parameters are subject to certain order restrictions, are of considerable interest.
Abouzar Bazyari
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