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95 results for “Maximum Likelihood”

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Research ArticleOpen accessPhrase in the titleMAXIMUM LIKELIHOOD ESTIMATION FOR SPATIAL DURBIN MODELRokhana Dwi Bekti, Anita Rahayu, SutiknoSpatial Durbin Model (SDM) is one method of spatial autoregressive. This model was developed because the dependencies in the spatial relationships not only occur in the dependent variable, but also on the independent variables. In the assessment of parameter estimation, the process is carried out by Maximum Likelihood Estimation (MLE). This estimation can be approximation by Spatial Autoregressive Models (SAR). … …Journal of Mathematics and Statistics, Vol. 9, Issue 3 · 15 Jun 2013 · 8,636 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleBayesian and Maximum Likelihood Solutions: An Asymptotic Comparison Related to Cost FunctionMechakra Hadda, Chadli Asssia, Tiah NaceurProblem statement: Wald showed that the minimax solution is the Bayesian solution with respect to the law a priori the worst. We try to establish a similar result by comparing the Bayesian solution and the solution of maximum likelihood when the parameter space is a compact metrizable group. Approach: we take as a priori law Haar measure because we reduce … …Journal of Mathematics and Statistics, Vol. 8, Issue 2 · 4 Jul 2012 · 6,915 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleExistence and Uniqueness Conditions for the Maximum Likelihood Solution In Regression Models For Correlated Bernoulli Random VariablesDavid Todem, KyungMann KimWe give sufficient and necessary conditions for the existence of the maximum likelihood estimate in a class of multivariate regression models for correlated Bernoulli random variables. The models use the concept of threshold crossing technique of an underlying multivariate latent variable with univariate components formulated as a linear regression model. However, in place of their Gaussian assumptions, any specified distribution … …Journal of Mathematics and Statistics, Vol. 3, Issue 3 · 30 Sep 2007 · 6,838 accessesView PDFCite
Research ArticleOpen accessPhrase in the titlePoisson Quasi-Maximum Likelihood Estimator-based CUSUM Test for Integer-Valued Time SeriesSangyeol LeeThis study considers the parameter change test for integer-valued time series models based on the Poisson quasi-maximum likelihood estimates. As a change point test, we consider the score vector-based CUSUM test and show that its limiting null distribution takes the form of a function of Brownian bridges. Moreover, the residual-based CUSUM tests are considered as alternatives. For evaluation, we conduct … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 1 Oct 2019 · 7,650 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleTwo-Stage Estimation in Inverse Problems using Combined Wavelet Thresholding and Penalized Maximum LikelihoodRobert G Aykroyd, Hassan AljohaniInverse problems occur in a wide range of practical scientific investigations where the variables of interest are only observed indirectly, such as magnetic and seismic imaging in geophysics, electrical tomography in industrial process monitoring, or PET scanning in medicine. Linear inverse problems can be thought of as highly multivariate regression problems with strong multicollinearity where the aim is to interpret … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 29 Sep 2017 · 7,925 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleComparison of the Bayesian and Maximum Likelihood Estimation for Weibull DistributionAl Omari Mohammed Ahmed, Hadeel Salim Al-Kutubi, Noor Akma IbrahimProblem statement: The Weibull distribution has been widely used especially in the modeling of lifetime event data. It provides a statistical model which has a wide variety of applications in many areas, and the main advantage is its ability in the context of lifetime event, to provide reasonably accurate failure analysis and failure forecasts especially with extremely small samples. The … …Journal of Mathematics and Statistics, Vol. 6, Issue 2 · 30 Jun 2010 · 10,955 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleApproximate Maximum Likelihood Commercial Bank Loan Management ModelGodwin Norense Osarumwense AsemotaProblem statement: Loan management is a very complex and yet, a vitally important aspect of any commercial bank operations. The balance sheet position shows the main sources of funds as deposits and shareholders contributions. Approach: In order to operate profitably, remain solvent and consequently grow, a commercial bank needs to properly manage its excess cash to yield returns in the … …Journal of Social Sciences, Vol. 5, Issue 4 · 31 Dec 2009 · 7,237 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleThe Performance of Maximum Likelihood, Spectral Angle Mapper, Neural Network and Decision Tree Classifiers in Hyperspectral Image AnalysisHelmi Zulhaidi Mohd Shafri, Affendi Suhaili, Shattri MansorSeveral classification algorithms for pattern recognition had been tested in the mapping of tropical forest cover using airborne hyperspectral data. Results from the use of Maximum Likelihood (ML), Spectral Angle Mapper (SAM), Artificial Neural Network (ANN) and Decision Tree (DT) classifiers were compared and evaluated. It was found that ML performed the best followed by ANN, DT and SAM with … …Journal of Computer Science, Vol. 3, Issue 6 · 30 Jun 2007 · 142,381 accessesView PDFCite
Research ArticleOpen accessIn the keywordsBayesian Estimation for Lomax Distribution: A Comparison of Loss Functions Using Jeffreys PriorsHuda Mohammed AlomariThis study investigates the estimation of the shape parameter for the Lomax distribution using complete data. We compare the performance of the classical Maximum Likelihood Estimation (MLE) method against the Bayesian framework. Within the Bayesian approach, three distinct loss functions were utilized: the linear exponential (LINEX), general entropy, and weighted general entropy loss functions. The precision of these estimators was … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 24 Dec 2025 · 2,635 accessesView PDFCite
Research ArticleOpen accessIn the keywordsEnhancing Lifetime Data Modeling With the Modified Version of Weibull Distribution: A Comparative ApproachArjun Kumar Gaire, Shahid Mohammad, Yogendra Bahadur GurungThis study introduces a new two-parameter univariate distribution, a modified version of the Weibull distribution, for a non-negative realm. Originating from a framework introduced by Azzalini and Capitanio, the distribution exhibits a monotonically increasing hazard rate. It offers closed-form expressions for key statistical properties, including reliability functions, moments, moment-generating functions, and order statistics. An expression for random number generation is … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 8 Oct 2025 · 3,085 accessesView PDFCite