Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...
We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...
Gentleman & Geyer (1994) discuss the analysis of interval censored data and present results based on standard convex optimisation theory. Here, this problem is viewed from the perspective of a mixing ...
Gong and Samaniego (1981) define pseudo maximum likelihood estimation and derive the asymptotic distribution of the resulting estimates. This note gives a simpler and more elegant expression for the ...
The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature generally provides warning examples rather ...
In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
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