JSTOR Daily

Maximum likelihood estimation of a generalized threshold stochastic regression model

There is hardly any literature on modelling nonlinear dynamic relations involving nonnormal time series data. This is a serious lacuna because nonnormal data are far more abundant than normal ones, ...
Kellogg School of Management

Practical Regression: Maximum Likelihood Estimation

This is the eighth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...
JSTOR Daily

Maximum Likelihood Estimation of a Linear Regression Function with Grouped Data

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 21, No. 2 (1972), pp. 142-154 (13 pages) When the data in a linear regression problem come in grouped form, finding the ...
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 ...