Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
We explore various estimators for the parameters of a pair-copula construction (PCC), among those the stepwise semiparametric (SSP) estimator, designed for this dependence structure. We present its ...
Note: You must specify a value for the shape parameter for a lognormal Q-Q plot with the SIGMA= option or its alias, the SHAPE= option. The plot in Output 10.2.2 displays the most linear point pattern ...
This paper gives a short review of the development of genetic parameter estimation over the last 40 years. This shows the development of more statistically and computationally efficient methods that ...
The purpose of this paper is to present a comprehensive simulation study on the finite sample properties of minimum distance and maximum likelihood estimators for bivariate and multivariate parametric ...