𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Approximate solutions for the maximum-likelihood estimates in models of univariate human twin data

✍ Scribed by U. W. L. Wijesiri; Christopher J. Williams

Publisher
Springer US
Year
1995
Tongue
English
Weight
407 KB
Volume
25
Category
Article
ISSN
0001-8244

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The use of approximating models in Monte
The use of approximating models in Monte Carlo maximum likelihood estimation
✍ Anthony Y.C Kuk πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 102 KB

To obtain the likelihood of a non-Gaussian state-space model, Durbin and Koopman (1997, Biometrika, 84, 669 -684) ΓΏrst 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

Maximum likelihood estimation of the cor
Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
✍ Steven T. Garren πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 396 KB

The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla

On the Rate of Approximations for Maximu
On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models
✍ Edit Gombay; Lajos HorvΓ‘th πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 886 KB

We study the asymptotics of maximum-likelihood ratio-type statistics for testing a sequence of observations for no change in parameters against a possible change while some nuisance parameters remain constant over time. We obtain extreme value as well as Gaussian-type approximations for the likeliho