Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 49 for “"Maximum Likelihood Estimators"”.
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Aukšto dažnio duomenų agregavimas ir vertės pokyčio rizika /
… thesis. It is a statistical model defined as the maximum future loss due to likely changes in the value of financial assets portfolio during a certain period with a certain probability. A new definition of the aggregated VaR is given and the empirical study about different currencies position VaR …
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Modeling with bivariate geometric distributions
… models were fitted to real-life data using the maximum likelihood estimators, Bayes estimators, and method of moment estimators. The maximum likelihood estimators were obtained by solving score equations. Two methods of moments estimators were compared in each of the several bivariate geometric …
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The Effects of Sample Design and Measure Reliability on Lisrel-Based Hypothesis Tests
… the power of hypothesis tests from LISREL's maximum Likelihood ratio. Using simulation data and data from the High School and Beyond survey (HSB), I show that test power decreases when sample design differs from an unrestricted random sample assumed for LISREL's maximum likelihood estimators …
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Line transect abundance estimation with uncertain detection on the trackline
… line transect estimation theory to date, general likelihood functions are derived for the case in which detection probabilities are modelled as functions of any number of explanatory variables and detection of animals on the trackline (i.e. directly in the observer's path) is not certain. Existing …
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Some extended Alpha models: properties and applications
… study to verify the performance of its maximum likelihood estimators and four real data sets are used to evaluate the Alpha model when compared to some distributions well-known in literature. Furthermore, we developed new distributions considering this model as the baseline distribution …
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Simulation study of frequency estimators
… provides superior performance compared to some Maximum Likelihood estimators available. In the static fading channel, diversity technique can be easily incorporated to improve the performance of the proposed frequency estimator.
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Wald Confidence Intervals for a Single Poisson Parameter and Binomial Misclassification Parameter When the Data is Subject to Misclassification
… and false-positive counts. We present maximum likelihood estimators (MLEs), Fisher's Information, and Wald statistics for Poisson rate parameter and the two misclassification parameters. Next, we invert the Wald statistics to get asymptotic confidence intervals for Poisson rate …
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Classification and discriminant analysis
… Under nonormality, logistic regression with maximum likelihood estimators outperforms discriminant analysis.
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On estimating the reliability in a multicomponent system based on progressively-censored data from Chen distribution
… variable method while classical estimates - the maximum likelihood estimators, their asymptotic distributions, asymptotic confidence intervals, bootstrap-based confidence intervals - are also developed. A simulation study and a real-world data analysis are provided to illustrate the proposed …
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Three essays on nonlinear panel data models and quantile regression analysis
… of parametric and semiparametric fixed effects estimators for nonlinear panel data models. The first chapter focuses on fixed effects maximum likelihood estimators for binary choice models, such as probit, logit, and linear probability model. These models are widely used in economics to analyze …
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Statistical studies of various time-to-fail distributions
… on Monte Carlo methods are made between these estimators and the maximum likelihood estimators for n = 10, 20, 40, 80 and for complete samples and censoring from the right for r/n = .1, .3, .5 and .7….The means and variances of the estimators of reliability are given"--Abstract, page ii.</p>
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A short cut method for linear regression
… satisfactory as compared with Least Squares estimators. In the functional relation situation we used the Group Averages method and the Maximum Likelihood method for estimation of parameters. To compare their efficiencies we used the variance of the Group Averages estimator which was given by …
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Mining social sensing data: Representation, modeling, and applications
… This dissertation first focuses on traditional maximum-likelihood estimators - a solution that estimates unknown parameter values of analytical likelihood models. We consider truth discovery that estimates the veracity of claims made by different users with unknown reliability on social media. …
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A Bi-variate Gamma Generalized Laplace Distribution
… major contribution is the development of maximum likelihood estimators (MLEs) for BGGL parameters, with explicit forms for most estimators and numerical methods for others. Simulation studies validate these estimators across various scenarios. The thesis also explores generalizations of …
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Truncation Models for Pareto and Exponential Distributions with Applications
… We note that within this extended TP family, maximum likelihood estimators of the parameters always exist and are unique, and we account for their exact as well as asymptotic distributions. We also briefly address testing and interval estimation for the parameters, and offer an extension of …
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Inferences on the parameters of the Weibull distribution
… have been limited to providing simple estimators of the parameters. Little has been known about the properties of the estimators. In this paper the small and moderate sample size properties of the maximum likelihood estimators are studied and their superiority is established. The …
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Socialization-related learning, job satisfaction, and commitment for new employees in a federal agency
… procedure, due to Hartley [9], for obtaining the maximum likelihood estimators of the parameters from underlying discrete distributions is studied for the case of grouped random samples. It is shown that when the underlying distribution is Poisson the process always converges and does so …
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Groupings in item demand problems
… procedure, due to Hartley [9], for obtaining the maximum likelihood estimators of the parameters from underlying discrete distributions is studied for the case of grouped random samples. It is shown that when the underlying distribution is Poisson the process always converges and does so …
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