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Wyszukujesz frazę "maximum likelihood estimator" wg kryterium: Temat

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    Wyświetlanie 1-15 z 15
    Tytuł:
    Rates of convergence for the maximum likelihood estimator in the convolution model
    Autorzy:
    Majerski, P.
    Powiązania:
    https://bibliotekanauki.pl/articles/254930.pdf
    Data publikacji:
    2006
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    maximum likelihood estimator
    entropy
    Hellinger distance
    rate of convergence
    Opis:
    Rates of convergence for the maximum likelihood estimator in the convolution model, obtained recently by S. van de Geer, are reconsidered and corrected.
    Źródło:
    Opuscula Mathematica; 2006, 26, 1; 99-108
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A note on the maximum likelihood estimator in the gamma regression model
    Autorzy:
    Rydlewski, J. P.
    Powiązania:
    https://bibliotekanauki.pl/articles/255245.pdf
    Data publikacji:
    2009
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    gamma regression
    nonlinear regression
    maximum likelihood estimator
    shape parameter
    Opis:
    This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
    Źródło:
    Opuscula Mathematica; 2009, 29, 3; 305-312
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Robust m-estimator of parameters in variance components model
    Autorzy:
    Zmyślony, Roman
    Zontek, Stefan
    Powiązania:
    https://bibliotekanauki.pl/articles/729842.pdf
    Data publikacji:
    2002
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    Robust estimator
    maximum likelihood estimator
    statistical functional
    Fisher consistency
    Fréchet differentiability
    Opis:
    It is shown that a method of robust estimation in a two way crossed classification mixed model, recently proposed by Bednarski and Zontek (1996), can be extended to a more general case of variance components model with commutative a covariance matrices.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2002, 22, 1-2; 61-71
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On the maximum likelihood estimator in the generalized beta regression model
    Autorzy:
    Rydlewski, J. P.
    Mielczarek, D.
    Powiązania:
    https://bibliotekanauki.pl/articles/255953.pdf
    Data publikacji:
    2012
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    nonlinear regression
    beta distribution
    scale parameter
    shape parameter
    maximum likelihood estimator
    Opis:
    The subject of this article is to present the beta – regression model, where we assume that one parameter in the model is described as a combination of algebraically independent continuous functions. The proposed beta model is useful when the dependent variable is continuous and restricted to the bounded interval. The parameters are obtained by maximum likelihood estimation. We prove that estimators are consistent and asymptotically normal.
    Źródło:
    Opuscula Mathematica; 2012, 32, 4; 761-774
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Unfolding spheres size distribution from linear sections with B-splines and EMDS algorithm
    Autorzy:
    Szkutnik, Z.
    Powiązania:
    https://bibliotekanauki.pl/articles/255515.pdf
    Data publikacji:
    2007
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    inverse problem
    singular value expansion
    stereology
    discretization
    quasi-maximum likelihood estimator
    Opis:
    The stereological problem of unfolding spheres size distribution from linear sections is formulated as a problem of inverse estimation of a Poisson process intensity function. A singular value expansion of the corresponding integral operator is given. The theory of recently proposed B-spline sieved quasi-maximum likelihood estimators is modified to make it applicable to the current problem. Strong L2-consistency is proved and convergence rates are given. The estimators are implemented with the recently proposed EMDS algorithm. Promising performance of this new methodology in finite samples is illustrated with a numerical example. Data grouping effects are also discussed.
    Źródło:
    Opuscula Mathematica; 2007, 27, 1; 151-165
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A weighted version of Gamma distribution
    Autorzy:
    Jain, Kanchan
    Singla, Neetu
    Gupta, Rameshwar
    Powiązania:
    https://bibliotekanauki.pl/articles/729800.pdf
    Data publikacji:
    2014
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    gamma distribution
    weight function
    hazard function
    maximum likelihood estimator
    Akaike Information criterion
    Opis:
    Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data set. It is observed that WG fits better than its submodels (WE), Generalized Exponential (GE), Weibull and Exponential distributions.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 89-111
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On optimality of the orthogonal block design
    Autorzy:
    Synówka-Bejenka, Ewa
    Zontek, Stefan
    Powiązania:
    https://bibliotekanauki.pl/articles/729896.pdf
    Data publikacji:
    2012
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    Experimental design
    orthogonal block design
    robust estimator
    maximum likelihood estimator
    A-optimality
    D-optimality
    Opis:
    In the paper a usual block design with treatment effects fixed and block effects random is considered. To compare experimental design the asymptotic covariance matrix of a robust estimator proposed by Bednarski and Zontek (1996) for simultaneous estimation of shift and scale parameters is used. Asymptotically A- and D- optimal block designs in the class of designs with bounded block sizes are characterized.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2012, 32, 1-2; 59-68
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A new generalization of the Pareto distribution and its applications
    Autorzy:
    Almetwally, Ehab M.
    Ahmad, Hanan A. Haj
    Powiązania:
    https://bibliotekanauki.pl/articles/1059040.pdf
    Data publikacji:
    2020-12-04
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Marshall-Olkin distribution
    alpha power transformation
    maximum likelihood estimator
    maximum product spacings
    bayes estimation
    simulation
    Opis:
    This paper introduces a new generalization of the Pareto distribution using the Marshall Olkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian estimation. Approximate confidence intervals are obtained by means of an asymptotic property of the maximum likelihood and maximum product spacings methods, while the Bayes credible intervals are found by using the Monte Carlo Markov Chain method under different loss functions. A simulation analysis is conducted to compare the estimation methods. Finally, the application of the proposed new distribution to three real-data examples is presented and its goodness-of-fit is demonstrated. In addition, comparisons to other models are made in order to prove the efficiency of the distribution in question.
    Źródło:
    Statistics in Transition new series; 2020, 21, 5; 61-84
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Poisson area-biased Ailamujia Distribution and its applications in environmental and medical sciences
    Autorzy:
    Aijaz, Ahmad
    Ain, S. Qurat ul
    Afaq, Ahmad
    Tripathi, Rajnee
    Powiązania:
    https://bibliotekanauki.pl/articles/2108223.pdf
    Data publikacji:
    2022-09-14
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    compound technique
    Poisson distribution
    area-biased Ailamujia distribution
    reliability analysis
    order statistics
    maximum likelihood estimator
    Opis:
    In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and areabiased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated distribution were studied. Its ageing characteristics were determined and expressed explicitly. A variety of diagrams were used to demonstrate the characteristics of the probability mass function (pmf) and the cumulative distribution function (cdf). The parameter of the developed model was estimated by employing the maximum likelihood estimation approach. Finally, two data sets were used to demonstrate the effectiveness of the investigated distribution.
    Źródło:
    Statistics in Transition new series; 2022, 23, 3; 167-184
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution
    Autorzy:
    Hassan, Amal S.
    Assar, Salwa M.
    Ali, Kareem A.
    Nagy, Heba F.
    Powiązania:
    https://bibliotekanauki.pl/articles/1917020.pdf
    Data publikacji:
    2021-12-08
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    exponentiated Burr Type XII model
    least squares estimator
    maximum likelihood estimator
    uniform minimum variance unbiased estimator
    weighted least squares estimator
    Opis:
    The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér–von-Mises estimator, and the Anderson–Darling estimator. We derive analytical forms for the bias and mean square error. A simulation study is performed to investigate the consistency of the suggested methods of estimation. Data relating to the wind speed and service times of aircraft windshields are used with the studied methods. The simulation studies and real data applications have revealed that the maximum likelihood estimator performs more efficiently than its remaining counterparts.
    Źródło:
    Statistics in Transition new series; 2021, 22, 4; 171-189
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution
    Autorzy:
    Kwon, Yeil
    Powiązania:
    https://bibliotekanauki.pl/articles/2107135.pdf
    Data publikacji:
    2022-09-14
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Fibonacci probability distribution
    generalized polynacci distribution
    factorial moment generating function
    method of moments
    maximum likelihood estimator
    Opis:
    A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonaccitype probability distribution to explore its definition, moments and properties, we proposed numerical methods to obtain two estimators of the success probability: the method of moments estimator (MME) and maximum likelihood estimator (MLE). The ways both of them performed were compared in terms of the mean squared error. A numerical study demonsrated that the MLE tends to outperform the MME for most of the parameter space with various sample sizes.
    Źródło:
    Statistics in Transition new series; 2022, 23, 3; 27-41
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Optimization of the maximum likelihood estimator for determining the intrinsic dimensionality of high-dimensional data
    Autorzy:
    Karbauskaitė, R.
    Dzemyda, G.
    Powiązania:
    https://bibliotekanauki.pl/articles/331342.pdf
    Data publikacji:
    2015
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    multidimensional data
    intrinsic dimensionality
    maximum likelihood estimator
    manifold learning method
    image understanding
    dane wielowymiarowe
    wymiarowość wewnętrzna
    prawdopodobieństwo maksymalne
    rozpoznawanie obrazu
    Opis:
    One of the problems in the analysis of the set of images of a moving object is to evaluate the degree of freedom of motion and the angle of rotation. Here the intrinsic dimensionality of multidimensional data, characterizing the set of images, can be used. Usually, the image may be represented by a high-dimensional point whose dimensionality depends on the number of pixels in the image. The knowledge of the intrinsic dimensionality of a data set is very useful information in exploratory data analysis, because it is possible to reduce the dimensionality of the data without losing much information. In this paper, the maximum likelihood estimator (MLE) of the intrinsic dimensionality is explored experimentally. In contrast to the previous works, the radius of a hypersphere, which covers neighbours of the analysed points, is fixed instead of the number of the nearest neighbours in the MLE. A way of choosing the radius in this method is proposed. We explore which metric—Euclidean or geodesic—must be evaluated in the MLE algorithm in order to get the true estimate of the intrinsic dimensionality. The MLE method is examined using a number of artificial and real (images) data sets.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2015, 25, 4; 895-913
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Performance of variance function estimators for autoregressive time series of order one: asymptotic normality and numerical study
    Autorzy:
    Borkowski, P.
    Mielniczuk, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/206217.pdf
    Data publikacji:
    2012
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    autoregressive process
    bandwidth
    heteroscedasticity
    integrated squared error
    local linear and local maximum likelihood estimator
    difference-based estimator
    geometric moment contraction
    variance function
    volatility
    Opis:
    We study performance of several conditional variance estimators for an autoregressive time series which include local linear smoothers with various bandwidths, local likelihood and difference-based estimators. In the theoretical part, asymptotic normality of the local linear estimator of variance with no mixing assumptions imposed on the underlying process is proved. Moreover, numerical examples performed reveal that a two-stage local linear smoother with a bandwidth, proposed by Ruppert, Sheather and Wand, used to estimate the regression function and a simple rule of thumb bandwidth for variance estimation performs best for variances without much structure, whereas the bandwidth considered by Fan and Yao works very well for much more variable variances.
    Źródło:
    Control and Cybernetics; 2012, 41, 2; 415-441
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On estimation of parameters in the bivariate linear errors-in-variables model
    Autorzy:
    Czapkiewicz, Anna
    Powiązania:
    https://bibliotekanauki.pl/articles/1338894.pdf
    Data publikacji:
    1999
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    regression line
    variance component
    simulation study
    maximum likelihood method
    estimator
    replication model
    Opis:
    We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
    Źródło:
    Applicationes Mathematicae; 1998-1999, 25, 4; 401-410
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Bayesian estimation of fertility rates under imperfect age reporting
    Autorzy:
    Verma, Vivek
    Nath, Dilip C.
    Dwivedi, S. N.
    Powiązania:
    https://bibliotekanauki.pl/articles/14761323.pdf
    Data publikacji:
    2023-03-15
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Fisher information
    square error loss function
    age-specific marital fertility rate
    Bayes estimator
    maximum likelihood principle
    Opis:
    This article outlines the application of the Bayesian method of parameter estimation to situations where the probability of age misreporting is high, leading to transfers of an individual from one age group to another. An essential requirement for Bayesian estimation is prior distribution, derived for both perfect and imperfect age reporting. As an alternative to the Bayesian methodology, a classical estimator based on the maximum likelihood principle has also been discussed. Here, the age misreporting probability matrix has been constructed using a performance indicator, which incorporates the relative performance of estimators based on age when reported correctly instead of misreporting. The initial guess of performance indicators can either be empirically or theoretically derived. The method has been illustrated by using data on Empowered Action Group (EAG) states of India from National Family Health Survey-3 (2005-2006) to estimate the total marital fertility rates. The present study reveals through both a simulation and real-life set-up that the Bayesian estimation method has been more promising and reliable in estimating fertility rates, even in situations where age misreporting is higher than in case of classical maximum likelihood estimates.
    Źródło:
    Statistics in Transition new series; 2023, 24, 2; 39-57
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-15 z 15

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