CML
From MaRDI portal
Cited in
(14)- Preliminary estimation of ARFIMA models
- M-estimator for estimating the Burr type III parameters with outliers
- Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate
- GAUSS
- AS 253
- Mx
- EI
- Estimation of multivariate dependence structures via constrained maximum likelihood
- The order-restricted association model: two estimation algorithms and issues in testing
- Profile likelihood-based confidence intervals and regions for structural equation models
- Maximum likelihood estimates for the Hildreth–Houck random coefficients model
- Hierarchical CUB models for ordinal variables
- M-estimator with asymmetric influence function for estimating the Burr type III parameters with outliers
- Constrained maximum likelihood
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