✦ LIBER ✦

A Monte Carlo comparison of the maximum likelihood and the corrected ols estimators for Tobit models

✍ Scribed by Lennart Flood

Book ID: 116099624
Publisher: Elsevier Science
Year: 1985
Tongue: English
Weight: 535 KB
Volume: 19
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(85)90013-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The use of approximating models in Monte

The use of approximating models in Monte Carlo maximum likelihood estimation

✍ Anthony Y.C Kuk 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 102 KB

To obtain the likelihood of a non-Gaussian state-space model, Durbin and Koopman (1997, Biometrika, 84, 669 -684) ÿrst calculate the likelihood under an approximating linear Gaussian model and then use Monte Carlo methods to estimate the necessary adjustment factor. We show that Durbin and Koopman's

Monte Carlo study of the moment and maxi

Monte Carlo study of the moment and maximum likelihood estimators of Weibull parameters

✍ Satya D. Dubey 📂 Article 📅 1967 🏛 Springer-Verlag ⚖ 287 KB

On the Convergence of the Monte Carlo Ma

On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models

✍ OLIVIER CAPPÉ; RANDAL DOUC; ERIC MOULINES; CHRISTIAN ROBERT 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 231 KB

Employing a Monte Carlo algorithm in exp

Employing a Monte Carlo algorithm in expectation maximization restricted maximum likelihood estimation of the linear mixed model

✍ K. Matilainen; E.A. Mäntysaari; M.H. Lidauer; I. Strandén; R. Thompson 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

A framework for the comparison of maximu

A framework for the comparison of maximum pseudo-likelihood and maximum likelihood estimation of exponential family random graph models

✍ Marijtje A.J. van Duijn; Krista J. Gile; Mark S. Handcock 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 365 KB

Comparison of the least squares and the

Comparison of the least squares and the maximum likelihood estimators for gamma-spectrometry

✍ V.A. Muravsky; S.A. Tolstov; A.L. Kholmetskii 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 172 KB