Scandinavian Journal of Statistics, Vol. 28, No. 4 (Dec., 2001), pp. 617-623 (7 pages) Certain aspects of maximum likelihood estimation for ergodic diffusions are studied via recently developed ...

New relations are derived for Bayesian estimation of parameters in nonlinear multiresponse models. Modal and interval estimates are provided for the parameter vector θ of a multiresponse expectation ...

Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods. Nonparametric techniques bypass ...

In operational risk measurement, the estimation of severity distribution parameters is the main driver of capital estimates, yet this remains a nontrivial challenge for many reasons. Maximum ...