The DOP Maximum-Likelihood Estimator Is Consistent
"The asymptotic variance of the pseudo maximum likelihood estimator"
... 1 Introduction Since the classic papers of Akaike (1973), White (1982), and Vuong (1989), there exists a growing literature devoted to the study of misspecified models. Furthermore, during the last decade, the ...
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"The Limited Information Maximum Likelihood Estimator as an Angle"
... Information Maximum Likelihood (LIML) estimator of this angle when the error covariance matrix is known has constant ...LIML estimator minimizes the ...Squares estimator, has much ...
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Parallel Computation of a Maximum-Likelihood Estimator of a Physical Map
... Accepted for publication December 19, 2000 ABSTRACT Reconstructing a physical map of a chromosome from a genomic library presents a central computational problem in genetics. Physical map reconstruction in the presence ...
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On the Maximum Likelihood Estimator for the Generalized Extreme-Value Distribution
... The proof of Proposition 2.1 adapts arguments from the proofs of Theorems 5.23, 5.39 and 7.2 and Lemma 19.31 in van der Vaart ( 1998 ). It is given in detail in Appendix A . The role of uniformity. Theorem 3(i) in Smith ...
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The extent of the maximum likelihood estimator for the extreme value index
... the maximum likelihood procedure is applied in estimating the shape parameter of tails—the extreme value index γ ...the maximum likelihood estimator eventually exists and is ...
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Maximum Likelihood Estimator for Spatial Stochastic Frontier Models
... frontier, maximum likelihood, efficiency, heterogeneity Introduction During the last three decades the theoretical and empirical interest to spatial aspects of the economy is significantly increased ...
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Consistent Pseudo Maximum Likelihood Estimators and Groups of Transformations
... (2011), Fan et al. (2014)], or to multivariate conditionally heteroskedastic dynamic regression mod- els [as in Fiorentini, Sentana (2016)]. Section 2 illustrates the usefulness of the consistency result by considering ...
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A Maximum Likelihood TOA Based Estimator For Localization in Heterogeneous Networks
... WLS estimator based on trilateration and the linearization of at least three cir- cle equations in 2D space ...position estimator, the proposed new estimator merges smartly the different observables ...
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Stochastic Restricted Maximum Likelihood Estimator in Logistic Regression Model
... Liu Estimator by Mansson et al. (2012) [7], and Liu-type estimator by Inan and Erdogan (2013) [8] in logistic regression have been ...Restricted Maximum Likelihood Estimator (RMLE) by ...
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Weak convergence of a pseudo maximum likelihood estimator for the extremal index
... almost all models and estimators, the MSE-curves are U-shaped, representing the usual bias-variance tradeoff in extreme value theory. The minimal values of these curves are of particular interest, and are summarized in ...
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Reducing the bias of the maximum likelihood estimator for the Poisson regression model
... Abstract We derive expressions for the first-order bias of the MLE for a Poisson regression model and show how these can be used to adjust the estimator and reduce bias without increasing MSE. The analytic results ...
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The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
... When applying their definition to the logistic regression model, using bad leverage points as outlier constellation and the sum of deviances as badness measure, we obtain an express[r] ...
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The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
... Abstract: In this note we discuss the breakdown behavior of the Maximum Likelihood (ML) estimator in the logistic regression model. We formally prove that the ML-estimator never explodes to ...
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Existence and consistency of the maximum likelihood estimator for the extreme value index
... A different proof of the second statement i.e. the second order condition implies the asymptotic normality, is in [ 8 ]. The proof essentially relies on an extra assumption that there exists a solution of the ...
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Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator
... Pseudo-Maximum Likelihood to estimate gravity speci cations of trade ows and non- count data models more ...Binomial estimator, which is more general and encompasses the Poisson assumption as a ...
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Asymptotic properties of maximum likelihood estimator for some discrete distributions generated by
... The large-sample distribution of the Maximum Likelihood Estimator (M.L.E.) of the scale parameter for some discrete distributions gen- erated by Cauchy stable law are investigated. The [r] ...
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Asymptotic properties of the maximum likelihood estimator in zero-inated binomial regression
... applications, maximum likelihood estimation (MLE) is used to derive parameter ...A consistent estimator of the asymptotic variance- covariance matrix of the MLE is also ...the estimator ...
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Finite sample properties of the maximum likelihood estimator in continuous time models
... jackknife estimator defined above has the property that it eliminates the bias term of order n −1 ...the estimator depends on the initial condition, implying different functional forms in different ...
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Bounds for the asymptotic normality of the maximum likelihood estimator using the Delta method
... The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a corner- stone of statistical theory. In the present paper, we provide sharp explicit upper bounds on Zolotarev-type distances ...
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Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
... the estimator in situations where the dependent variable is frequently equal to ...PPML estimator when the dependent variable is non-negative rather that positive, it is interesting to investigate the issue ...
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