Operational risk models commonly employ maximum likelihood estimation (MLE) to fit loss data to heavy-tailed distributions. Yet several desirable properties of MLE (eg, asymptotic normality) are ...
unweighted least squares (ULS) generalized least squares (GLS) normal-theory maximum likelihood (ML) weighted least squares (WLS, ADF) diagonally weighted least squares (DWLS) An INWGT= data set can ...
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