Parametric models of discrete data with exchangeable dependence structure present substantial computational challenges for maximum likelihood estimation. Coordinate descent algorithms such as the Newton’s method are usually unstable, becoming a hit or miss adventure on initialization with a good starting value. We propose a method for computing maximum likelihood estimates of parametric models for finitely exchangeable binary data, formalized as an iterative weighted least squares algorithm
We study nonlinear least-squares problem that can be transformed to linear problem by change of vari...
In this paper we discuss models for multiple binary sequences using de Finetti's notions of exc...
Single index linear models for binary response with random coefficients have been extensively employ...
Parametric models of discrete data with exchangeable dependence structure present substantial comput...
In this article, maximum likelihood estimates of an exchangeable multinomial distribution using a pa...
In this paper, we present a new weighted least-squares (WLS) approach for parameter estimation based...
Summary. This article investigates maximum likelihood estimation with saturated and unsaturated mode...
The Gauss-Newton algorithm for solving nonlinear least squares problems proves particularly efficien...
. We pose and solve a parameter estimation problem in the presence of bounded data uncertainties. Th...
A general approach for fitting a model to a data matrix by weighted least squares (WLS) is studied. ...
A full-likelihood procedure is proposed for analyzing correlated binary data under the assumption of...
In this paper, we address the issue of estimating the parameters of general multivariate copulas, th...
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a ...
There are a variety of methods in the literature which seek to make iterative estimation algorithms ...
Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not ap...
We study nonlinear least-squares problem that can be transformed to linear problem by change of vari...
In this paper we discuss models for multiple binary sequences using de Finetti's notions of exc...
Single index linear models for binary response with random coefficients have been extensively employ...
Parametric models of discrete data with exchangeable dependence structure present substantial comput...
In this article, maximum likelihood estimates of an exchangeable multinomial distribution using a pa...
In this paper, we present a new weighted least-squares (WLS) approach for parameter estimation based...
Summary. This article investigates maximum likelihood estimation with saturated and unsaturated mode...
The Gauss-Newton algorithm for solving nonlinear least squares problems proves particularly efficien...
. We pose and solve a parameter estimation problem in the presence of bounded data uncertainties. Th...
A general approach for fitting a model to a data matrix by weighted least squares (WLS) is studied. ...
A full-likelihood procedure is proposed for analyzing correlated binary data under the assumption of...
In this paper, we address the issue of estimating the parameters of general multivariate copulas, th...
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a ...
There are a variety of methods in the literature which seek to make iterative estimation algorithms ...
Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not ap...
We study nonlinear least-squares problem that can be transformed to linear problem by change of vari...
In this paper we discuss models for multiple binary sequences using de Finetti's notions of exc...
Single index linear models for binary response with random coefficients have been extensively employ...