A note on the estimation of the Poisson parameter.
A Note on the Estimation of two Ordered Poisson Paramaeters
A note on the existence of the maximum likelihood estimate in variance components models
In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of...
A note on the likelihood and moments of the skew-normal distribution.
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood...
A Note on the Maximum Probability Property of MLE's in Multiparameter Exponential Families.
Time Series with Approximated Beta Marginal
A Remark on Lehmann-Unbiased Estimators for Scale Resp. Location Parameters.
A Remark on Robustness of Linear Best Estimates.
A Representation Theorem for a Convex Cone of Quasi Convex Functions.
A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution
The maximum likelihood estimators of the parameters for the 3-parameter Weibull distribution do not always exist. Furthermore, computationally it is difficult to find all the solutions. Thus, the case of missing some solutions and among them the maximum likelihood estimators cannot be excluded. In this paper we provide a simple rule with help of which we are able to know if the system of the log-likelihood equations has even or odd number of solutions. It is a useful tool for the detection of all...
A study of the tangent space model of the von Mises-Fisher distrubution.
For a random rotation X = M0 eφ(ε) where M0 is a 3 x 3 rotation, ε is a trivariate random vector, and φ(ε) is a skew symmetric matrix, the least squares criterion consists of seeking a rotation M called the mean rotation minimizing tr[(M - E(X))t (M - E(X))]. Some conditions on the distribution of ε are set so that the least squares estimator is unbiased. Of interest is when ε is normally distributed N(0;Σ). Unbiasedness of the least squares estimator is dealt with according to eigenvalues of Σ.
A Two-Stage Sampling by Unequal Size Samples from Two Normal Populations with Unknown Variances.
About one problem of Bernoulli and Euler from the theory of statistical estimation.
We consider some results by D. Bernoulli and L. Euler on the method of maximum likelihood in parametric estimation. The statistical analysis is made by considering a parametric family with a shift parameter.
ABSTRACT - Models with a Low Nonlinearity.
Admissibility of Generalized Bayes Estimators in An One Parameter Nonregular Family.
Admissible and Minimax Estimators of ...r in the Gamma Distribution with Truncated Parameter Space.
Advances in Order Restricted Statistical Inference - R. Dykstra, T. Robertson, F. T. Wright .
Almost Unbiased Estimation in Multiplicative Models.
Almost Unbiased Product-Type Estimator.
Alternative parametric estimation in the exponential case under random censorship