JSTOR Daily

Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property

The Andersson-Madigan-Perlman (AMP) Markov property is a recently proposed alternative Markov property (AMP) for chain graphs. In the case of continuous variables with a joint multivariate Gaussian ...
JSTOR Daily

Empirical Bayes Hierarchical Models for Regularizing Maximum Likelihood Estimation in the Matrix Gaussian Procrustes Problem

This is a preview. Log in through your library . Abstract Procrustes analysis involves finding the optimal superposition of two or more "forms" via rotations, translations, and scalings. Procrustes ...
Nature

Bayesian Estimation and Maximum Likelihood Methods

Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
Risk

Maximum likelihood estimation error and operational value-at-risk stability

The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature generally provides warning examples rather ...
Risk

Estimating operational risk capital: the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics

In operational risk measurement, the estimation of severity distribution parameters is the main driver of capital estimates, yet this remains a nontrivial challenge for many reasons. Maximum ...