JSTOR Daily

Nonparametric Maximum Likelihood Estimation for Shifted Curves

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 63, No. 2 (2001), pp. 243-259 (17 pages) The analysis of a sample of curves can be done by self-modelling regression ...
JSTOR Daily

Nonparametric Maximum Likelihood Estimation of Population Size Based on the Counting Distribution

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 54, No. 4 (2005), pp. 721-737 (17 pages) The paper discusses the estimation of an unknown population size n. Suppose that ...
Risk

Smoothing algorithms by constrained maximum likelihood: methodologies and implementations for Comprehensive Capital Analysis and Review stress testing and International ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
Simon Fraser University

Example 5.6: Maximum Likelihood Weibull Estimation

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...
Simon Fraser University

Example 11.5: Profile-Likelihood-Based Confidence Intervals

This example calculates confidence intervals based on the profile likelihood for the parameters estimated in the previous example. The following introduction on profile-likelihood methods is based on ...