In this article the problem of obtaining the maximum likelihood estimates of the parameters from a special type of linear combination of discrete probability functions is discussed. It is shown that ...

This is a preview. Log in through your library . Abstract We focus on a class of non-standard problems involving non-parametric estimation of a monotone function that is characterized by n1/3 rate of ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

Estimating value-at-risk (VAR) requires a precise forecast of the future risk structure. Many VAR estimation techniques impose ad hoc theoretical distributions. In GARCH frameworks, a wrong ...