JSTOR Daily

Nonparametric Maximum Likelihood Estimation of the Structural Mean of a Sample of Curves

A random sample of curves can be usually thought of as noisy realisations of a compound stochastic process X(t) = Z{W(t)}, where Z(t) produces random amplitude variation and W(t) produces random ...
JSTOR Daily

A Generalized Maximum Pseudo-Likelihood Estimator for Noisy Markov Fields

This is a preview. Log in through your library . Abstract In this paper we present an asymptotic estimator, obtained by observing a noisy image, for the parameters of both a stationary Markov random ...
Risk

A weighted likelihood estimator for operational risk data: improving the accuracy of capital estimates by robustifying maximum likelihood estimates

Severity parameters play a crucial role in the operational risk (OpRisk) capital estimates for Advanced Measurement Approach banks. When relying on maximum likelihood estimates (MLEs), nonrobustness ...
Risk

A weighted likelihood estimator for operational risk data: improving the accuracy of capital estimates by robustifying maximum likelihood estimates

Severity parameters play a crucial role in the operational risk (OpRisk) capital estimates for Advanced Measurement Approach banks. When relying on maximum likelihood estimates (MLEs), nonrobustness ...