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Likelihood-based inference in s-distributions

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published
<mark>Journal publication date</mark>2015
<mark>Journal</mark>Communications in Statistics - Theory and Methods
Issue number1
Volume44
Number of pages6
Pages (from-to)153-158
Publication StatusPublished
Early online date1/12/14
<mark>Original language</mark>English

Abstract

In this paper, we propose new estimation techniques in connection with the system of S-distributions. Besides “exact” maximum likelihood (ML), we propose simulated ML and a characteristic function-based procedure. The “exact” and simulated likelihoods can be used to provide numerical, MCMC-based Bayesian inferences.