Weighted maximum likelihood estimation (WML) : R software

TitreWeighted maximum likelihood estimation (WML) : R software
Publication TypeSoftware
Year of Publication2011
AuthorsAmiguet, M
PublisherUniversité de Lausanne, Faculté de biologie et médecine
CityRue du Bugnon 21 - CH-1015 Lausanne SUISSE
Abstract

Robust and efficient estimation of the parameters of the negative binomial  distribution. Two-step estimation procedure, with computation of an initial  estimate which is used to identify and downweight outliers. Then a weighted  maximum likelihood estimate is computed. The initial estimator is a minimum  disparity estimator.

URLhttps://www.iumsp.ch/sites/default/files/code/wml.zip
Alternate URL

This software was released with the PhD Thesis "Adaptively weighted maximum likelihood estimation of discrete distributions" available here : https://www.iumsp.ch/fr/node/1656 (description) ; http://my.unil.ch/serval/document/BIB_4FF2FDB7E2B3.pdf (PDF)

Citation Key / SERVAL IDserval:BIB_4FF2FDB7E2B3

                         

IUMSP | www.iumsp.ch
Institut universitaire de médecine sociale et préventive
Route de la Corniche 10, 1010 Lausanne - Switzerland
+41 21 314 72 72 | iumsp@chuv.ch

Go to top