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A weighted average limited information maximum likelihood estimator
In this article, a Stein-type weighted limited information maximum likelihood (LIML) estimator is proposed. It is based on a weighted average of the...
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Penalized maximum likelihood estimator for mixture of von Mises–Fisher distributions
The von Mises–Fisher distribution is one of the most widely used probability distributions to describe directional data. Finite mixtures of von...
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Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling
Kvam and Samaniego (J Am Stat Assoc 89: 526–537, 1994) derived an estimator that they billed as the nonparametric maximum likelihood estimator (MLE)...
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Maximum Likelihood Estimation Under Finite Mixture Models
Chapter 3 centers our attention on finite mixture models. Within this framework, we establish that the consistent results achieved with the maximum...
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Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
Some quasi-arithmetic means of random variables easily give unbiased strongly consistent closed-form estimators of the joint of the location and...
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Estimating the Covariance Matrix of the Maximum Likelihood Estimator Under Linear Cluster-Weighted Models
In recent years, the research into cluster-weighted models has been intense. However, estimating the covariance matrix of the maximum likelihood...
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On the Maximum Likelihood Estimation of Population and Domain Means
Estimating of population and domain means based on model-design approaches is considered in this paper. Population elements randomly belong to...
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Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators...
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Maximum Likelihood Estimation in Single Server Queues
In this paper, maximum likelihood estimation for the parameters in a single server queues are investigated. The queues are observed over a continuous...
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Asymptotic justification of maximum likelihood estimation for the proportional excess hazard model in analysis of cancer registry data
Population-based cancer registry studies are conducted to investigate the various cancer question and have important impacts on cancer control. In...
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A note on maximum likelihood estimation for mixture models
Practitioners as well as some statistics students often blindly use standard software or algorithms to get maximum likelihood estimator (MLE) without...
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A constrained maximum likelihood estimation for skew normal mixtures
For a finite mixture of skew normal distributions, the maximum likelihood estimator is not well-defined because of the unboundedness of the...
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Maximum Likelihood With a Time Varying Parameter
We consider the problem of tracking an unknown time varying parameter that characterizes the probabilistic evolution of a sequence of independent...
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An Improvement in Maximum Likelihood Estimation of the Gompertz Distribution Parameters
In this study, we will look at estimating the parameters of the Gompertz distribution. We know that the maximum likelihood technique is the most...
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Advances in Maximum Likelihood Estimation of Fixed-Effects Binary Panel Data Models
We review recent fixed-effects approaches to the formulation and estimation of models for binary panel data, measured at T time occasions. We offer a...
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Improving the bias of a pseudo-maximum likelihood estimate of the extreme value index by k-records
The paper focusses on the estimation of the extreme value index in terms of k -records based on a maximum likelihood approach, which is suggested...
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Efficiency of the Breslow estimator in semiparametric transformation models
Semiparametric transformation models for failure time data consist of a parametric regression component and an unspecified cumulative baseline...
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Simulation Study of Estimators of the Gamma Rate Parameter Using MLE as a Baseline Estimator
Classical estimation methods of the rate parameter of the gamma distribution have shown to have quality issues. In this paper we propose three...
