Browsing by Subject "maximum likelihood estimator"

Now showing 1 - 6 of 6

Access status: Open Access ,
A note on the maximum likelihood estimator in the gamma regression model
(2009) Rydlewski, Jerzy Piotr
This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
Access status: Restricted ,
Entropia i jej wybrane zastosowania w probabilistyce i w statystyce
(Data obrony: 2013-07-11) Majkowska, Anna
Wydział Matematyki Stosowanej
Access status: Restricted ,
Metoda ilorazu wiarygodności dla modeli z ograniczeniami
(Data obrony: 2016-10-28) Zieleźny, Magdalena
Wydział Matematyki Stosowanej
Access status: Restricted ,
Modelowanie danych przy pomocy rozkładu BTLG
(Data obrony: 2013-06-13) Sawicka, Agata
Wydział Matematyki Stosowanej
Access status: Open Access ,
On the maximum likelihood estimator in the generalized beta regression model
(2012) Rydlewski, Jerzy Piotr; Mielczarek, Dominik
The subject of this article is to present the beta – regression model, where we assume that one parameter in the model is described as a combination of algebraically independent continuous functions. The proposed beta model is useful when the dependent variable is continuous and restricted to the bounded interval. The parameters are obtained by maximum likelihood estimation. We prove that estimators are consistent and asymptotically normal.
Access status: Open Access ,
Rates of convergence for the maximum likelihood estimator in the convolution model
(2006) Majerski, Piotr
Rates of convergence for the maximum likelihood estimator in the convolution model, obtained recently by S. van de Geer, are reconsidered and corrected.