The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 11, No. 2 (Jun., 1983), pp. 109-118 (10 pages) The asymptotic properties of the maximum-likelihood estimator of the ...

Gentleman & Geyer (1994) discuss the analysis of interval censored data and present results based on standard convex optimisation theory. Here, this problem is viewed from the perspective of a mixing ...

Severity parameters play a crucial role in the operational risk (OpRisk) capital estimates for Advanced Measurement Approach banks. When relying on maximum likelihood estimates (MLEs), nonrobustness ...

Severity parameters play a crucial role in the operational risk (OpRisk) capital estimates for Advanced Measurement Approach banks. When relying on maximum likelihood estimates (MLEs), nonrobustness ...