Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
This is a preview. Log in through your library . Abstract This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models ...
Problems of maximum likelihood estimation are discussed for shape and scale parameters from certain decreasing hazard rate distributions, typically either mixed-exponential or "work-hardened." ...
Two forms of CoVaR have recently been introduced in the literature for measuring systemic risk, differing on whether or not the conditioning is on a set of measure zero. We focus on the former, and ...
and the sum is over all -tuples of nonnegative integers such that and . This is equivalent to summing over all partial family trees for which the first generation sizes take on the values . Denote the ...