This is a preview. Log in through your library . Abstract The finite-sample properties of various point estimators of a common odds ratio from multiple 2 x 2 tables have been considered in a number of ...

This is a preview. Log in through your library . Abstract A review is given of recent work on maximum likelihood theory for continuously observed processes of the diffusion type. A brief survey of ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

This example calculates confidence intervals based on the profile likelihood for the parameters estimated in the previous example. The following introduction on profile-likelihood methods is based on ...