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 ...
A bias-correction factor for the maximum likelihood estimator of the log common odds ratio for sparse data is derived, which is applicable when the design is balanced and/or when the number of strata ...
Lecture Notes-Monograph Series, Vol. 37, Selected Proceedings of the Symposium on Inference for Stochastic Processes (2001), pp. 281-295 (15 pages) The use of the pseudo-likelihood estimator for Gibbs ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback