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Elliptical structural models
(MARCEL DEKKER INC, 1996)
In this paper we consider structural measurement error models within the elliptical family of distributions. We consider dependent and independent elliptical models, each of which requires special treatment methodology. ...
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 matrix formula for the skewness of maximum likelihood estimators
(ELSEVIER SCIENCE BV, 2011)
We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has ...
Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
(2001)
In this paper, we derive general formulae for second-order biases of maximum likelihood estimates in overdispersed
generalized linear models, thus generalizing results by Cordeiro and McCullagh (J. Roy. Statist. Soc. Ser. ...
DIAGNOSTIC TECHNIQUES OF LOCAL INFLUENCE IN SPATIAL ANALYSIS OF SOYBEAN YIELD
(SOC BRASIL ENGENHARIA AGRICOLA, 2011)
Modeling of spatial dependence structure, concerning geoestatistics approach, is an indispensable tool for fixing parameters that define this structure, applied on interpolation of values in places that are not sampled, ...
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, ...
Maximum Likelihood Estimator For The Alpha-eta-mu Fading Environment
(IEEENew York, 2016)
Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility ModelsQuasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models
(Sociedade Brasileira de Econometria, 2007)
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
(SPRINGER, 2011)
This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, ...