A penalized likelihood approach to parameter estimation with integral reliability constraints

DOI10.3390/E17064040zbMATH Open1338.62067OpenAlexW2166179725MaRDI QIDQ296391FDOQ296391

Authors: Barry Smith, Steven Wang, Augustine Wong, Xiaofeng Zhou 

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e17064040

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zbMATH Keywords

confidence intervalpenalized likelihooddelta methodcoverage probability\(r^\ast\)-formulaexponentiated exponential distribution

Mathematics Subject Classification ID

Point estimation (62F10) Reliability and life testing (62N05)

Cites Work

• Vector generalized linear and additive models. With an implementation in R
• A Limited Memory Algorithm for Bound Constrained Optimization
• Exponentiated exponential family: An alternative to gamma and Weibull distributions
• Modified signed log likelihood ratio
• Title not available (Why is that?)
• Exponentiated Weibull family for analyzing bathtub failure-rate data
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• Title not available (Why is that?)
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Comparisons of Approximate Confidence Intervals for Distributions Used in Life-Data Analysis
• Estimation ofP(Y < X) for the Three-Parameter Generalized Exponential Distribution
• Estimation of P[ \(Y < X ]\) for generalized exponential distribution
• Improved likelihood-based inference for the stationary AR(2) model

Cited In (2)

• Inference in a bimodal Birnbaum-Saunders model
• Monte Carlo within simulated annealing for integral constrained optimizations

Uses Software

• LBFGS-B
• VGAMdata

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