Algorithms for Computing Self-Consistent and Maximum Likelihood Estimators with Doubly Censored Data
The paper investigates the structure of the self-consistent estimators (SCE) and the nonparametric maximum likelihood estimator (NPMLE) for doubly censored data. An explicit sufficient and necessary ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 17, No. 1 (Mar., 1989), pp. 81-90 (10 pages) The almost sure limits of estimators of location and scale proposed by Donoho ...
We use influence functions as a basic tool to study unconditional nonparametric and parametric expected shortfall (ES) estimators with regard to returns data influence, standard errors and coherence.
A brief description of the methods used by the SYSLIN procedure follows. For more information on these methods, see the references at the end of this chapter. There are two fundamental methods of ...
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