Zobrazeno 1 - 10
of 528
pro vyhledávání: '"conditional maximum likelihood"'
Publikováno v:
Statistical Theory and Related Fields, Pp 1-20 (2024)
Integer-valued data are frequently encountered in time series studies. A pth-order mixed dependence-driven random coefficient integer-valued autoregressive time series model (Po-MDDRCINAR(p)) in view of binomial and negative binomial operators, where
Externí odkaz:
https://doaj.org/article/ce996aa75f9b4b3eb2d00f90b323f010
Autor:
Galea, Manuel a, ⁎, de Castro, Mário b
Publikováno v:
In Chemometrics and Intelligent Laboratory Systems 15 December 2023 243
Autor:
Pigini, Claudia ⁎, a, Bartolucci, Francesco b
Publikováno v:
In Econometrics and Statistics July 2022 23:83-104
Autor:
Fumiaki Honda, Takeshi Kurosawa
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 8, Iss 4, Pp 435-463 (2021)
In this study, we consider a bias reduction of the conditional maximum likelihood estimators for the unknown parameters of a Gaussian second-order moving average (MA(2)) model. In many cases, we use the maximum likelihood estimator because the estima
Externí odkaz:
https://doaj.org/article/cba596a44dff40e7a745555c81f32b27
Autor:
Jan Steinfeld, Alexander Robitzsch
Publikováno v:
Psych, Vol 3, Iss 3, Pp 279-307 (2021)
There is some debate in the psychometric literature about item parameter estimation in multistage designs. It is occasionally argued that the conditional maximum likelihood (CML) method is superior to the marginal maximum likelihood method (MML) beca
Externí odkaz:
https://doaj.org/article/729381a366a94fad9209c0aabc6ee3b8
Autor:
Alfio Marazzi
Publikováno v:
Stats, Vol 4, Iss 1, Pp 88-107 (2021)
The distance constrained maximum likelihood procedure (DCML) optimally combines a robust estimator with the maximum likelihood estimator with the purpose of improving its small sample efficiency while preserving a good robustness level. It has been p
Externí odkaz:
https://doaj.org/article/13a49c69d57e405cbc4f267f62bee09b
Autor:
Shen, Pao-sheng ⁎, Hsu, Huichen
Publikováno v:
In Computational Statistics and Data Analysis April 2020 144
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