Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
Outcome-dependent sampling increases the efficiency of studies of rare outcomes, examples being case-control studies in epidemiology and choice-based sampling in econometrics. Two-phase or double ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 54, No. 4 (2005), pp. 721-737 (17 pages) The paper discusses the estimation of an unknown population size n. Suppose that ...
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 ...
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 ...
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 ...
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