Related papers: Maximum Likelihood Estimation for the Weight Lindl…
Loss tomography has been studied for more than 10 years and a number of estimators have been proposed. The estimators can be divided into two classes: maximum likelihood and non-maximum likelihood. The maximum likelihood estimators rely on…
In this paper, we propose several statistics for testing uniformity under progressive Type-I interval censoring. We obtain the critical points of these statistics and study the power of the proposed tests against a representative set of…
Interval censoring arises frequently in clinical, epidemiological, financial, and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the…
The controlled branching process is a generalization of the classical Bienaym\'e-Galton-Watson branching process. It is a useful model for describing the evolution of populations in which the population size at each generation needs to be…
In this article, bootstrap and Shewhart type process control monitoring schemes are proposed for the quantiles of generalized Weibull distribution under hybrid censoring. Monitoring schemes for the quantiles of Weibull, generalized…
Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…
We address the weighting problem in voluntary samples under a nonignorable sample selection model. Under the assumption that the sample selection model is correctly specified, we can compute a consistent estimator of the model parameter and…
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…
The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
We present a statistically and computationally efficient spectral-domain maximum-likelihood procedure to solve for the structure of Gaussian spatial random fields within the Matern covariance hyperclass. For univariate, stationary, and…
In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…
We present a continuous-time maximum likelihood estimation methodology for credit rating transition probabilities, taking into account the presence of censored data. We perform rolling estimates of the transition matrices with exponential…
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…
For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…
Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…
In this technical report, we consider conditional density estimation with a maximum likelihood approach. Under weak assumptions, we obtain a theoretical bound for a Kullback-Leibler type loss for a single model maximum likelihood estimate.…
In the Bradley-Terry model for paired comparisons, and its extensions to include order effects and ties, the maximum likelihood estimates of probabilities of certain outcomes can be 0 or 1 under certain data configurations. This poses…
The main objective of this paper is to apply linear and pretest shrinkage estimation techniques to estimating the parameters of two 2-parameter Burr-XII distributions. Further more, predictions for future observations are made using both…
Multistate models can be used to describe transitions over time across states. In the presence of interval-censored times for transitions, the likelihood is constructed using transition probabilities. Models are specified using proportional…