As alternatives to maximum likelihood estimation, conditional least squares (CLS) and maximum quasilikelihood estimation, with asymptotic properties, are investigated using a simpliΓΏed NEAR(1) model. The maximum quasilikelihood estimator seems to perform better than the CLS estimator in simulations.
Enhancement of a simplified model for maximum stress prediction
β Scribed by A. Martini; G. Velter; L. M. Keer; Q. J. Wang
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 369 KB
- Volume
- 27
- Category
- Article
- ISSN
- 1023-8883
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