Maximum likelihood estimation and inference. With examples in R, SAS and ADMB

DOI10.1002/9780470094846zbMATH Open1273.62012OpenAlexW4246466113MaRDI QIDQ2996918FDOQ2996918

Authors: Russell B. Millar 

Publication date: 4 May 2011

Full work available at URL: https://doi.org/10.1002/9780470094846

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Mathematics Subject Classification ID

Point estimation (62F10) Estimation in survival analysis and censored data (62N02) Software, source code, etc. for problems pertaining to statistics (62-04) Estimation in multivariate analysis (62H12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (21)

• Signal smoothing for score-driven models: a linear approach
• Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution
• Maximum penalized likelihood estimation. Volume II: Regression
• Dirichlet distribution and estimation of parameters
• Distributionally robust resource planning under binomial demand intakes
• Maximum likelihood and Bayesian estimators for the double Poisson distribution
• maxLik: a package for maximum likelihood estimation in R
• Practical likelihood analysis for spatial generalized linear mixed models
• A new sine-G family of distributions: properties and applications
• Classical iterative proportional scaling of log-linear models with rational maximum likelihood estimator
• Estimating retail demand with Poisson mixtures and out-of-sample likelihood
• Regression modeling for the valuation of large variable annuity portfolios
• Inference for a gradually deteriorating system with imperfect maintenance
• Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution
• Probabilistic evaluation of quantile estimators
• Fat-Tailed Regression Modeling with Spliced Distributions
• Determine the number of clusters by data augmentation
• Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution
• Modeling aspects to improve the solution of the inverse problem in scatterometry
• An improved statistical approach for reconstructing past climates from biotic assemblages
• Optimal refinancing strategy for mortgage rate with regime switching

Uses Software

• R
• SAS
• ADMB
• HSAUR

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