Gentleman & Geyer (1994) discuss the analysis of interval censored data and present results based on standard convex optimisation theory. Here, this problem is viewed from the perspective of a mixing ...

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

The existence of maximum likelihood estimates for a class of heterocedastic regression models in considered. For a given dispersion function we show that, under a weak condition, the likelihood in ...