Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...

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 ...

Muhammad Sumair, Tauseef Aized, Syed Asad Raza Gardezi, Muhammad Mahmood Aslam Bhutta, Syed Ubaid ur Rehman, Syed Muhammad Sohail Rehman Energy Exploration & Exploitation, Vol. 39, No. 5 (September ...

The purpose of this paper is to present a comprehensive simulation study on the finite sample properties of minimum distance and maximum likelihood estimators for bivariate and multivariate parametric ...

This paper is devoted to the parameterization of correlations in the Vasicek credit portfolio model. First, we analytically approximate standard errors for value-at-risk and expected shortfall based ...