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Constraints implementation for IQML and mode direction-of-arrival estimators
(2000-12-01)
The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with ...
Constraints implementation for IQML and mode direction-of-arrival estimators
(2000-12-01)
The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with ...
Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility ModelsQuasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models
(Sociedade Brasileira de Econometria, 2007)
THE DIFFICULTIES OF ESTIMATION OF DISPERSION PARAMETERS IN LINEAR-MODELS - AN ILLUSTRATION
(Springer VerlagNew York, 1995)
Maximum Likelihood Estimator For The Alpha-eta-mu Fading Environment
(IEEENew York, 2016)
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. ...
Statistical Models for Small Area Estimation
(CIMAT, 2014)
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, ...