Nature

Example of a simple likelihood function.

A likelihood function for the frequency of the A1 allele when 2 A1 alleles are observed in a sample of 10 alleles. The vertical dashed line is drawn through the maximum value of the likelihood ...
JSTOR Daily

Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data

This is a preview. Log in through your library . Abstract In this paper we investigate a broader semiparametric two-sample density ratio model based on two groups of right-censored data. A ...
Risk

Maximum likelihood estimation error and operational value-at-risk stability

The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature generally provides warning examples rather ...
Risk

Smoothing algorithms by constrained maximum likelihood: methodologies and implementations for Comprehensive Capital Analysis and Review stress testing and International ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
Simon Fraser University

Maximum-Likelihood Parameter Estimation in Terahertz Time-Domain Spectroscopy

We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...
JSTOR Daily

Semiparametric Maximum Likelihood Estimation Exploiting Gene-Environment Independence in Case-Control Studies

This is a preview. Log in through your library . Abstract We consider the problem of maximum-likelihood estimation in case-control studies of gene-environment associations with disease when genetic ...