Properties of maximum likelihood estimators of parameters in some sample reliability growth models are investigated. In one model the underlying process is a Markov chain and the estimator of the single unknown parameter is proved consistent. In another model it is shown that no estimators can be ...
ConsistencyofthemaximumlikelihoodestimatorandBayesian estimatorbasedonsequentialsensitivityexperiments YubinTian DepartmentofMathematics,BeijingInstituteofTechnology,Beijing100081,China articleinfo Articlehistory: Received18October2006 Receivedinrevisedform14September 2008 Accepted24October2008 Availableonline6November2008 abstr...
It is shown that, under usual regularity conditions, the maximum likelihood estimator of a structural parameter is strongly consistent, when the (infinitely many) incidental parameters are independently distributed chance variables with a common unknown distribution function. The latter is also consistently...
(1990), Strong consistency of the maximum likelihood estimators in the change-point hazard rate model, Statistics 21, 203-216.Pham, D. T. and Nguyen, H. T. (1990). Strong consistency of the maximum likelihood estimator in the change-point hazard rate model, Statistics, 21,203-216....
For estimating the parameters of a linear conditional mean, I show that the quasi-maximum likelihood estimator (QMLE) obtained under the nominal assumption... JM Wooldridge - 《Economics Letters》 被引量: 0发表: 2020年 Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time ...
Assuming the generalized linear model as described in §1, let λn and λn denote the minimum and maximum eigentvalues of sum from i=1 to n(1/i) ZiZi' resp., and βn denote the maximum likelihood estimator of β0. It is shown in [1] that, when {Zi,i ≥ 1} is bounded, the...
Consistency of the penalized MLE for two-parameter gamma mixture models: We show that this penalty restores the consistency of the likelihoodbased estimator of the mixing distribution under finite gamma mixture models. We present ... JH Chen,ST Li,XM Tan - 《中国科学:数学(英文版)》 被引量:...
This paper theoretically investigates the asymptotic properties of maximum likelihood estimates of GaGLM, and discusses some properties about Gamma distribution. It can provide theoretical foundation for expanding the application scope of gamma distribution based regression model, and benefit the further inter...
Maximum pseudolikelihood (MPL) estimators are useful alternatives to maximum likelihood (ML) estimators when likelihood functions are more difficult to manipulate than their marginal and conditional components. Furthermore, MPL estimators subsume a large number of estimation techniques including ML estimators...
An extension of the strong consistency results to finite mixtures of multivariate elliptical distributions is also discussed. 展开 关键词: Consistency Finite mixture of location-scale distributions Maximum likelihood estimator Structural parameter DOI: 10.1016/j.jspi.2018.05.003 年份: 2018 ...