Buscar
Mostrando ítems 1-10 de 328
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 ...
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 ...
Eliminação de parâmetros perturbadores em um modelo de captura-recaptura
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2011-11-18)
The capture-recapture process, largely used in the estimation of the number of elements of animal population, is also applied to other branches of knowledge like Epidemiology, Linguistics, Software reliability, Ecology, ...
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, ...
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 ...
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 ...
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 ...
THE DIFFICULTIES OF ESTIMATION OF DISPERSION PARAMETERS IN LINEAR-MODELS - AN ILLUSTRATION
(Springer VerlagNew York, 1995)
A BIVARIATE KUMARASWAMY-EXPONENTIAL DISTRIBUTION WITH APPLICATION
(Walter De Gruyter Gmbh, 2019-10-01)
In this paper, we introduce a new bivariate Kumaraswamy exponential distribution, whose marginals are univariate Kumaraswamy exponential. Some probabilistic properties of this bivariate distribution are derived, such as ...
Power of the likelihood ratio test for models of DNA base substitution
(Taylor & Francis LtdAbingdonInglaterra, 2011)