Gentleman & Geyer (1994) discuss the analysis of interval censored data and present results based on standard convex optimisation theory. Here, this problem is viewed from the perspective of a mixing ...

Mixed model analyses via restricted maximum likelihood, fitting the so-called animal model, have become standard methodology for the estimation of genetic variances. Models involving multiple genetic ...

For nonlinear equation systems, the properties of the MLE commonly have been deduced from related but inapplicable results in the statistical and econometric literature. Under specific regularity ...

We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...

For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

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 ...