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Conditional likelihood inference in a heteroscedastic functional measurement error model
(Elsevier, 2023)
In this paper, we deal with inference about the structural parameters in a heteroscedastic functional measurement error models under the normal distribution assumption. Given a minimal sufficient statistic for the incidental ...
Improved likelihood inference for the shape parameter in Weibull regression
(TAYLOR & FRANCIS LTD, 2008)
We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid ...
THE DIFFICULTIES OF ESTIMATION OF DISPERSION PARAMETERS IN LINEAR-MODELS - AN ILLUSTRATION
(Springer VerlagNew York, 1995)
Maximum L-q-Likelihood estimation in functional measurement error models
(STATISTICA SINICA, 2022)
We consider a robust parametric procedure for estimating the structural parameters in functional measurement error models. The methodology extends the maximum Lq-likelihood approach to the more general problem of independent, ...
A note on the likelihood and moments of the skew-normal distribution
(INST ESTADISTICA CATALUNYA-IDESCAT, 2008)
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which ...
A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter
(Springer, 2019-03-12)
Highly robust and efficient estimators for generalized linear models with a dispersion parameter are proposed. The estimators are based on three steps. In the first step, the maximum rank correlation estimator is used to ...
Inflated beta distributions
(SPRINGER, 2010)
This paper considers the issue of modeling fractional data observed on [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the ...
A (semi-)parametric functional coefficient autoregressive conditional duration model
(2013-12-09)
In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient ...
Eliminação de parâmetros perturbadores na estimação de tamanhos populacionais
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2010-01-15)
In this study, we used the capture-recapture procedure to estimate the size of a closed population. We analysed three di_erent statistics models. For each one of these models we determined - through several methods of ...
Optimality of the maximum likelihood estimator in astrometry
(2018)
Context. Astrometry relies on the precise measurement of the positions and motions of celestial objects. Driven by the ever-increasing accuracy of astrometric measurements, it is important to critically assess the maximum ...